Operational Risk Modelling And Management

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Operational Risk Modelling and Management

Author	: Claudio Franzetti
Publisher	: CRC Press
Total Pages	: 406
Release	: 2016-04-19
ISBN-10	: 9781439844779
ISBN-13	: 1439844771
Rating	: 4/5 (771 Downloads)

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Book Synopsis Operational Risk Modelling and Management by : Claudio Franzetti

Download or read book Operational Risk Modelling and Management written by Claudio Franzetti and published by CRC Press. This book was released on 2016-04-19 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 techniqu

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