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


Quantitative Operational Risk Models
Language: en
Pages: 236
Authors: Catalina Bolance
Categories: Business & Economics
Type: BOOK - Published: 2012-02-15 - Publisher: CRC Press

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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 exte
The Validation of Risk Models
Language: en
Pages: 242
Authors: S. Scandizzo
Categories: Business & Economics
Type: BOOK - Published: 2016-07-01 - Publisher: Springer

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This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools
Operational Risk
Language: en
Pages: 460
Authors: Harry H. Panjer
Categories: Business & Economics
Type: BOOK - Published: 2006-10-13 - Publisher: John Wiley & Sons

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Discover how to optimize business strategies from both qualitative and quantitative points of view Operational Risk: Modeling Analytics is organized around the
Quantitative Risk Management
Language: en
Pages:
Authors: Rudiger Frey
Categories:
Type: BOOK - Published: 2010 - Publisher:

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Advances in Heavy Tailed Risk Modeling
Language: en
Pages: 656
Authors: Gareth W. Peters
Categories: Mathematics
Type: BOOK - Published: 2015-05-05 - Publisher: John Wiley & Sons

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A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modeling Focusing on the quantitative aspects