Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Amazon cover image
Image from Amazon.com

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.
Tags from this library: No tags from this library for this title. Log in to add tags.

"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.

There are no comments on this title.

to post a comment.
Library, Documentation and Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata 700108, INDIA
Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in