Operational risk modelling and management [electronic resource] / Claudio Franzetti.
"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 m...
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| Language: | English |
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Boca Raton :
CRC Press,
c2011.
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| Series: | Chapman & Hall/CRC finance series
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| Subjects: | |
| Online Access: | |
| Format: | Electronic eBook |
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ProQuest Ebook Central: 2010 (Ebook Central @ Proquest)STATSnetBASE: 2010 (Taylor & Francis eBooks)