Operational risk modelling and management /
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| Author / Creator: | Franzetti, Claudio. |
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| Imprint: | Boca Raton : CRC Press, c2011. |
| Description: | 1 online resource. |
| Language: | English |
| Series: | Chapman & Hall/CRC finance series Chapman & Hall/CRC finance series. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/8283902 |
| Summary: | 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 techniqu |
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| Item Description: | Description based on print version record. "A Chapman & Hall book." |
| Physical Description: | 1 online resource. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 1439844771 (electronic bk.) 9781439844779 (electronic bk.) |
