1.

Record Nr.

UNINA9910812037503321

Autore

Soprano Aldo

Titolo

Measuring operational and reputational risk [[electronic resource] ] : a practitioner's approach / / Aldo Soprano ... [et al.]

Pubbl/distr/stampa

Chichester, England ; ; Hoboken, N.J., : Wiley, c2009

ISBN

1-119-20877-7

1-282-93959-9

9786612939594

0-470-74211-9

Descrizione fisica

1 online resource (227 p.)

Collana

Wiley finance series

Altri autori (Persone)

SopranoAldo

Disciplina

658.15/5072

Soggetti

Risk management

Risk assessment

Operational risk

Corporate image

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (p. [193]-200) and index.

Nota di contenuto

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.

Sommario/riassunto

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