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Operational risk modelling and manag...

Franzetti, Claudio.

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Operational risk modelling and management

Record Type:	Electronic resources : Monograph/item
Title/Author:	Operational risk modelling and management/ Claudio Franzetti.
Author:	Franzetti, Claudio.
Published:	Boca Raton :CRC Press, : c2011.,
Description:	1 online resource (xxiii, 389 p.) :ill.
Notes:	"A Chapman & Hall book."
[NT 15003449]:	1. Introduction to operational risk -- 2. The problem context -- 3. The modelling approach -- 4. Managing operational risk -- 5. Conclusions.
Subject:	Risk management. -
Online resource:	http://www.crcnetbase.com/isbn/9781439844762
ISBN:	9781439844779 (electronic bk.)

Operational risk modelling and management
Franzetti, Claudio.

Operational risk modelling and management[electronic resource] /Claudio Franzetti. - Boca Raton :CRC Press,c2011. - 1 online resource (xxiii, 389 p.) :ill. - Chapman & Hall/CRC finance series. - Chapman & Hall/CRC finance series..

"A Chapman & Hall book."

Includes bibliographical references and index.

1. Introduction to operational risk -- 2. The problem context -- 3. The modelling approach -- 4. Managing operational risk -- 5. Conclusions.

"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. It offers a detailed discussion on the link between modeling approaches and management, which has been neglected in the literature, as well as the mathematical modeling of the loss distribution approach. With an emphasis on risk management and management fundamentals, the text presents a complete simulation model along with tested examples that can be replicated using R software. The author provides a broad view on managing risk using this mathematical model"--

ISBN: 9781439844779 (electronic bk.)Subjects--Topical Terms:

540477
Risk management.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HD61 / .F728 2011eb

Dewey Class. No.: 658.15/5

Operational risk modelling and management
LDR:01903cmm a2200313Ka 4500 001 1902246
003 OCoLC
005 20140108090704.0
006 m o d
007 cr cnu---unuuu
008 240124s2011 flua ob 001 0 eng d
020 $a 9781439844779 (electronic bk.)
020 $a 1439844771 (electronic bk.)
020 $z 9781439844762 (hbk.)
020 $z 1439844763
035 $a ocn692198000
035 $a 1902246
040 $a N $b eng $c N $d YDXCP $d EBLCP $d E7B $d OCLCQ $d GZM $d UAB $d OCLCQ $d UIU $d OCLCQ $d OCLCF
050 4 $a HD61 $b .F728 2011eb
082 0 4 $a 658.15/5 $2 22
100 1 $a Franzetti, Claudio. $3 2018424
245 1 0 $a Operational risk modelling and management $h [electronic resource] / $c Claudio Franzetti.
260 $a Boca Raton : $b CRC Press, $c c2011.
300 $a 1 online resource (xxiii, 389 p.) : $b ill.
490 1 $a Chapman & Hall/CRC finance series
500 $a "A Chapman & Hall book."
504 $a Includes bibliographical references and index.
505 0 $a 1. Introduction to operational risk -- 2. The problem context -- 3. The modelling approach -- 4. Managing operational risk -- 5. Conclusions.
520 $a "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. It offers a detailed discussion on the link between modeling approaches and management, which has been neglected in the literature, as well as the mathematical modeling of the loss distribution approach. With an emphasis on risk management and management fundamentals, the text presents a complete simulation model along with tested examples that can be replicated using R software. The author provides a broad view on managing risk using this mathematical model"-- $c Provided by publisher.
588 $a Description based on print version record.
650 0 $a Risk management. $3 540477
650 0 $a Risk management $x Mathematical models. $3 713035
655 4 $a Electronic books. $2 lcsh $3 542853
830 0 $a Chapman & Hall/CRC finance series. $3 1602507
856 4 0 $u http://www.crcnetbase.com/isbn/9781439844762