Quantitative operational risk models /
134736
xxv, 210 p. : ill. ; 25 cm. - (Chapman & Hall/CRC finance series ) "A Chapman & Hall book." Content notes : 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. Operational risk.
