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Record Nr. |
UNINA9910812037503321 |
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Autore |
Soprano Aldo |
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Titolo |
Measuring operational and reputational risk [[electronic resource] ] : a practitioner's approach / / Aldo Soprano ... [et al.] |
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Pubbl/distr/stampa |
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Chichester, England ; ; Hoboken, N.J., : Wiley, c2009 |
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ISBN |
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1-119-20877-7 |
1-282-93959-9 |
9786612939594 |
0-470-74211-9 |
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Descrizione fisica |
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1 online resource (227 p.) |
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Collana |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Risk management |
Risk assessment |
Operational risk |
Corporate image |
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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 (p. [193]-200) and index. |
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Nota di contenuto |
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1. The development of ORM in UniCredit group -- 2. The calculation dataset -- 3. Loss distribution approaches -- 4. Analyzing insurance policies -- 5. Managing reputational risk -- 6. Conclusions. |
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Sommario/riassunto |
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How to apply operational risk theory to real-life banking data Modelling Operational and Reputational Risks shows practitioners the best models to use in a given situation, according to the type of risk an organization is facing. Based on extensive applied research on operational risk models using real bank datasets, it offers a wide range of various testing models and fitting techniques for financial practitioners. With this book, professionals will have a foundation for measuring and predicting these important intangibles.Aldo Soprano (Madrid, Spain) is Group Head of operational risk |
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