Quantitative Operational Risk Models

Quantitative Operational Risk Models
Author: Catalina Bolance
Publisher: CRC Press
Total Pages: 236
Release: 2012-02-15
Genre: Business & Economics
ISBN: 1439895937

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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 real-life examples of the combination of internal dat