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Quantitative operational risk models [electronic resource] / Catalina Bolanc�e ... [et al.].

Contributor(s): Bolanc�e, CatalinaMaterial type: TextTextSeries: Chapman & Hall/CRC finance seriesPublication details: Boca Raton, Fla. : CRC Press, c2012. Description: xxv, 210 p. : illISBN: 9781439895931 (ebook : PDF)Subject(s): Risk management | Operational riskGenre/Form: Electronic books.Additional physical formats: No titleOnline resources: Click here to access online Also available in print edition.
Contents:
1. Understanding operational risk -- 2. Operational risk data and parametric models -- 3. Semiparametric models for operational risk severities -- 4. Combining operational risk data sources -- 5. Underreporting -- 6. Combining underreported internal and external data for operational risk measurement -- 7. A guided practical example.
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"A Chapman & Hall book."

Includes bibliographical references (p. 203-208) and index.

1. Understanding operational risk -- 2. Operational risk data and parametric models -- 3. Semiparametric models for operational risk severities -- 4. Combining operational risk data sources -- 5. Underreporting -- 6. Combining underreported internal and external data for operational risk measurement -- 7. A guided practical example.

Also available in print edition.

Mode of access: World Wide Web.

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