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100   $a20070727d2007      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aOperational risk$b[electronic resource] $ea guide to Basel II capital requirements, models, and analysis /$fAnna S. Chernobai, Svetlozar T. Rachev and Frank J. Fabozzi
205   $a1st edition
210  1$aHoboken, New Jersey :$cJohn Wiley & Sons,$d2007.
215   $a1 online resource (322 p.)
225 1 $aFrank J. Fabozzi Series ;$vv.152
300   $aDescription based upon print version of record.
311   $a0-470-41054-X 
311   $a0-471-78051-0 
320   $aIncludes bibliographical references and index.
327   $aOperational 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
327   $aChapter 13: Modeling DependenceIndex
330   $aWhile operational risk has long been regarded as a mere part of ""other"" risks--outside the realm of credit and market risk--it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many financial professionals--as well as those preparing to enter this field--must now become familiar with a variety of issues related to operational risk modeling and management. Written by the experienced team of Anna Chernobai, Svetlozar Rachev, and Frank Fabozzi, Operational Risk will introduce you to the key concepts assoc
410  0$aFrank J. Fabozzi Series
606   $aBank management
606   $aRisk management
606   $aOperational risk
608   $aElectronic books.
615  0$aBank management.
615  0$aRisk management.
615  0$aOperational risk.
676   $a658.155
700   $aChernobai$b Anna S$0923305
701   $aRachev$b S. T$g(Svetlozar Todorov)$059738
701   $aFabozzi$b Frank J$0109596
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910143416903321
996   $aOperational risk$92072052
997   $aUNINA