03204nam 2200673 a 450 991084150710332120200228053352.01-119-20192-61-280-90121-797866109012100-470-14878-0(CKB)1000000000354647(EBL)297323(OCoLC)476071631(SSID)ssj0000215351(PQKBManifestationID)12059233(PQKBTitleCode)TC0000215351(PQKBWorkID)10184754(PQKB)10253668(MiAaPQ)EBC297323(WaSeSS)IndRDA00117709(CaSebORM)9780470410547(EXLCZ)99100000000035464720070727d2007 uy 0engur|n|---|||||txtccrOperational risk[electronic resource] a guide to Basel II capital requirements, models, and analysis /Anna S. Chernobai, Svetlozar T. Rachev and Frank J. Fabozzi1st editionHoboken, New Jersey :John Wiley & Sons,2007.1 online resource (322 p.)Frank J. Fabozzi Series ;v.152Description based upon print version of record.0-470-41054-X 0-471-78051-0 Includes bibliographical references and index.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 ModelingChapter 13: Modeling DependenceIndexWhile 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. Written by the experienced team of Anna Chernobai, Svetlozar Rachev, and Frank Fabozzi, Operational Risk will introduce you to the key concepts assocFrank J. Fabozzi SeriesBank managementRisk managementOperational riskBank management.Risk management.Operational risk.658.155Chernobai Anna S1730192Rachev S. T(Svetlozar Todorov)59738Fabozzi Frank J109596MiAaPQMiAaPQMiAaPQBOOK9910841507103321Operational risk4140874UNINA