Operational risk modelling and management
Auteur :
Franzetti, Claudio
Éditeur :
Taylor & Francis Inc
ISBN :
9781439844762
Date de publication :
15 oct. 2010
Dimensions :
23,4 x 15,6 cm
Poids :
703 g
Langue :
Anglais
Pays d'origine :
USA
In banking regulation, tools are needed to quantify risk and calculate the amount of capital reserve required to mitigate such risk. This book offers a complete model for the quantification of so-called operational risks.