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£68.99

CRC Press Operational Risk Modelling and Management (Chapman & Hall/CRC Finance Series)

Name: Operational Risk Modelling and Management (Chapman & Hall/CRC Finance Series)
Brand: CRC Press
Price: 68.99 GBP
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Description

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 techniques that can be understood and applied by practitioners. In the quantitative portions of the text, the author supplies key concepts and definitions without stating theorems or delving into mathematical proofs. He also offers references for readers looking for further background information. In addition, the book includes a Monte Carlo simulation of risk capital in the form of a run-through example of risk calculations based on data from a quantitative impact study. Since the computations are too complicated for a scripting language, a prototypical software program can be downloaded from www.garrulus.com Helping you navigate the tricky world of risk calculation and management, this book presents two main building blocks for determining how much capital needs to be reserved for operational risk. It employs the loss distribution approach as a model for calculating the risk capital figure and explains risk mitigation through management and management’s actuations.

Product Specifications

Brand: CRC Press
Format: paperback
ASIN: 1138116513
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 21 July 2017
Listed Since: 12 May 2017

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CRC Press Operational Risk Modelling and Management (Chapman & Hall/CRC Finance Series)

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