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

Contributor(s): Material type: TextTextSeries: Chapman & Hall/CRC finance seriesPublication details: Boca Raton, Fla. : CRC Press, c2012.Description: xxv, 210 p. : ill. ; 25 cmISBN:
  • 9781439895924
Subject(s): LOC classification:
  • HD61 .Q36 2012
Available additional physical forms:
  • Also available as an electronic resource.
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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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 368.001 B687 (Browse shelf(Opens below)) Available 134736
Total holds: 0

"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 as an electronic resource.

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