Name: Quantitative Operational Risk Models
Price: 253.19 EUR
Availability: InStock
Author: Bolancé, Catalina ; Guillén, Montserrat ; Gustafsson, Jim
ISBN: 9781439895924

portada Quantitative Operational Risk Models

Type

Physical Book

Author

Publisher

Language

English

Pages

236

Format

Hardcover

Dimensions

23.6 x 15.7 x 1.5 cm

Weight

0.44 kg.

ISBN

1439895929

ISBN13

9781439895924

Synopsis "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 real-life examples of the combination of internal data and external information.A guideline for practitioners, the book begins with the basics of managing operational risk data to more sophisticated and recent tools needed to quantify the capital requirements imposed by operational risk. The book then covers statistical theory prerequisites, and explains how to implement the new density estimation methods for analyzing the loss distribution in operational risk for banks and insurance companies. In addition, it provides: Simple, intuitive, and general methods to improve on internal operational risk assessment Univariate event loss severity distributions analyzed using semiparametric models Methods for the introduction of underreporting information A practical method to combine internal and external operational risk data, including guided examples in SAS and R Measuring operational risk requires the knowledge of the quantitative tools and the comprehension of insurance activities in a very broad sense, both technical and commercial. Presenting a nonparametric approach to modeling operational risk data, Quantitative Operational Risk Models offers a practical perspective that combines statistical analysis and management orientations.

Customers reviews

Have you read this book? Login to add your review.

More customer reviews

0% (0)
0% (0)
0% (0)
0% (0)
0% (0)

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews

Quantitative Operational Risk Models - Bolancé, Catalina ; Guillén, Montserrat ; Gustafsson, Jim

Synopsis "Quantitative Operational Risk Models"

Customers reviews

Frequently Asked Questions about the Book

Is the book original?

In what language is the book written?

What is the format of this book?

Questions and Answers about the Book

Opinions about Bookdelivery