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Operational Risk Modelling and Management

Autor*innen

Claudio Franzetti

Buchbewertung

4,0(1)Abgeben

Parameter

416 Seiten
15 Lesestunden

Mehr zum Buch

Focusing on operational risk management, this book outlines two fundamental components for calculating necessary capital reserves. It utilizes the loss distribution approach as a model, aligning with Basel Accord standards, and discusses risk mitigation strategies. Additionally, it provides R scripts for practical examples and offers a downloadable software program for calculating loss distribution and economic capital, enhancing the reader's understanding of risk management techniques.