| Description |
1 online resource (xix, 300 pages) : illustrations |
|
text file |
| Series |
The Frank J. Fabozzi series |
|
Frank J. Fabozzi series.
|
| Bibliography |
Includes bibliographical references and index. |
| Summary |
While operational risk has long been regarded as a mere part of ''other'' risks--outside the realm of credit and market risk--it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many financial professionals--as well as those preparing to enter this field--must now become familiar with a variety of issues related to operational risk modeling and management. |
| Contents |
Operational risk is not just "other" risks -- Operational risk : definition, classification, and its place among other risks -- Basel II capital accord -- Key challenges in modeling operational risk -- Frequency distributions -- Loss distributions -- Alpha-stable distributions -- Extreme value theory -- Truncated distributions -- Testing for the goodness of fit -- Value-at-risk -- Robust modeling -- Modeling dependence. |
| Access |
Use copy Restrictions unspecified star MiAaHDL |
| Reproduction |
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010. MiAaHDL |
| System Details |
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL |
| Processing Action |
digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL |
| Subject |
Basler Eigenkapitalvereinbarung 2001 |
|
Operational risk -- Mathematical models.
|
|
Risque opérationnel -- Modèles mathématiques. |
|
Risk management |
|
Risikomanagement |
|
Mathematisches Modell |
|
Bank |
| Added Author |
Rachev, S. T. (Svetlozar Todorov)
|
|
Fabozzi, Frank J.
|
| Other Form: |
Print version: Chernobai, Anna S. Operational risk. Hoboken, N.J. : Wiley ; [Chichester : John Wiley, distributor], ©2007 9780471780519 0471780510 (OCoLC)72655604 |
| ISBN |
9781119201922 (electronic bk.) |
|
1119201926 (electronic bk.) |
|
9780470148785 (electronic bk.) |
|
0470148780 (electronic bk.) |
|
1280901217 |
|
9781280901218 |
|
(hbk.) |
|
(hbk.) |
| Standard No. |
9780470410547 |
|
More Resources