Quantitative operational risk models
Using real-life examples from the banking and insurance industries, Quantitative Operational Risk Models details how internal data can be improved based on external information of various kinds. Using a simple and intuitive methodology based on classical transformation methods, the book includes rea...
| Otros Autores: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Boca Raton :
Taylor & Francis
2012.
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| Edición: | 1st edition |
| Colección: | Chapman & Hall/CRC finance series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628318306719 |
Tabla de Contenidos:
- Front Cover; Dedication; About the authors; Preface; Contents; 1. Understanding Operational Risk; 2. Operational Risk Data and Parametric Models; 3. Semiparametric Models for Operational Risk Severities; 4. Combining Operational Risk Data Sources; 5. Underreporting; 6. Combining Underreported Internal and External Data for Operational Risk Measurement; 7. A Guided Practical Example; Bibliography
