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Record Nr. |
UNINA9910143416903321 |
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Autore |
Chernobai Anna S |
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Titolo |
Operational risk [[electronic resource] ] : a guide to Basel II capital requirements, models, and analysis / / Anna S. Chernobai, Svetlozar T. Rachev and Frank J. Fabozzi |
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Pubbl/distr/stampa |
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Hoboken, New Jersey : , : John Wiley & Sons, , 2007 |
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ISBN |
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1-119-20192-6 |
1-280-90121-7 |
9786610901210 |
0-470-14878-0 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (322 p.) |
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Collana |
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Frank J. Fabozzi Series ; ; v.152 |
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Altri autori (Persone) |
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RachevS. T (Svetlozar Todorov) |
FabozziFrank J |
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Disciplina |
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Soggetti |
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Bank management |
Risk management |
Operational risk |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Operational Risk; Contents; Preface; About the Authors; Chapter 1: Operational Risk Is Not Just ''Other'' Risks; Chapter 2: Operational Risk: Definition, Classification, and Its Place among Other Risks; Chapter 3: Basel II Capital Accord; Chapter 4: Key Challenges in Modeling Operational Risk; Chapter 5: Frequency Distributions; Chapter 6: Loss Distributions; Chapter 7: Alpha-Stable Distributions; Chapter 8: Extreme Value Theory; Chapter 9: Truncated Distributions; Chapter 10: Testing for the Goodness of Fit; Chapter 11: Value-at-Risk; Chapter 12: Robust Modeling |
Chapter 13: Modeling DependenceIndex |
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Sommario/riassunto |
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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 |
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