Name: Operational Risk Modelling and Management (en Inglés)
Price: 1440.44 MXN
Availability: InStock
Author: Claudio Franzetti
ISBN: 9781138116511

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portada Operational Risk Modelling and Management (en Inglés)

Formato

Libro Físico

Editorial

Crc Pr Inc

Autor

Claudio Franzetti

Idioma

Inglés

Encuadernación

Tapa Blanda

ISBN13

9781138116511

Operational Risk Modelling and Management (en Inglés)

Claudio Franzetti (Autor) · Crc Pr Inc · Tapa Blanda

Libro Físico

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Reseña del libro "Operational Risk Modelling and Management (en Inglés)"

Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk. It also examines a multitude of management issues that must be considered when adjusting the quantitative results of a comprehensive model. The book emphasizes techniques that can be understood and applied by practitioners. In the quantitative portions of the text, the author supplies key concepts and definitions without stating theorems or delving into mathematical proofs. He also offers references for readers looking for further background information. In addition, the book includes a Monte Carlo simulation of risk capital in the form of a run-through example of risk calculations based on data from a quantitative impact study. Since the computations are too complicated for a scripting language, a prototypical software program can be downloaded from www.garrulus.com Helping you navigate the tricky world of risk calculation and management, this book presents two main building blocks for determining how much capital needs to be reserved for operational risk. It employs the loss distribution approach as a model for calculating the risk capital figure and explains risk mitigation through management and management's actuations.