LEADER 00846nam0-22002891i-450- 001 990001878840403321 005 20021010 035 $a000187884 035 $aFED01000187884 035 $a(Aleph)000187884FED01 035 $a000187884 100 $a20021010d--------km-y0itay50------ba 101 0 $aita 200 1 $aNuovo metodo per la riproduzione delle piante per Margotto$fAntonio Piccioli. 210 $aFirenze$cTip. Luigi Pezzati$d1831. 215 $aVIII p.$c1 tav.$d23 cm 610 0 $aRiproduzione vegetale 676 $a581.16 700 1$aPiccioli,$bAntonio$082479 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990001878840403321 952 $a60 MISC. B 176/12$b$fFAGBC 959 $aFAGBC 996 $aNuovo metodo per la riproduzione delle piante per Margotto$9400344 997 $aUNINA DB $aING01 LEADER 03684nam 2200553 450 001 9910467348803321 005 20200520144314.0 010 $a1-119-50854-1 010 $a1-119-50843-6 010 $a1-119-50855-X 035 $a(CKB)4100000007823716 035 $a(MiAaPQ)EBC5742752 035 $a(CaSebORM)9781119508502 035 $a(PPN)241363276 035 $a(Au-PeEL)EBL5742752 035 $a(OCoLC)1083152188 035 $a(EXLCZ)994100000007823716 100 $a20190411d2019 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aOperational risk modeling in financial services $ethe exposure, occurrence, impact method /$fPatrick Naim, Laurent Condamin 205 $a1st edition 210 1$aChichester, West Sussex :$cWiley,$d2019. 215 $a1 online resource (323 pages) 225 1 $aWiley finance series 300 $aIncludes index. 311 $a1-119-50850-9 320 $aIncludes bibliographical references and index. 330 $aTransform your approach to oprisk modelling with a proven, non-statistical methodology Operational Risk Modeling in Financial Services provides risk professionals with a forward-looking approach to risk modelling, based on structured management judgement over obsolete statistical methods. Proven over a decade?s use in significant banks and financial services firms in Europe and the US, the Exposure, Occurrence, Impact (XOI) method of operational risk modelling played an instrumental role in reshaping their oprisk modelling approaches; in this book, the expert team that developed this methodology offers practical, in-depth guidance on XOI use and applications for a variety of major risks. The Basel Committee has dismissed statistical approaches to risk modelling, leaving regulators and practitioners searching for the next generation of oprisk quantification. The XOI method is ideally suited to fulfil this need, as a calculated, coordinated, consistent approach designed to bridge the gap between risk quantification and risk management. This book details the XOI framework and provides essential guidance for practitioners looking to change the oprisk modelling paradigm. Survey the range of current practices in operational risk analysis and modelling Track recent regulatory trends including capital modelling, stress testing and more Understand the XOI oprisk modelling method, and transition away from statistical approaches Apply XOI to major operational risks, such as disasters, fraud, conduct, legal and cyber risk The financial services industry is in dire need of a new standard ? a proven, transformational approach to operational risk that eliminates or mitigates the common issues with traditional approaches. Operational Risk Modeling in Financial Services provides practical, real-world guidance toward a more reliable methodology, shifting the conversation toward the future with a new kind of oprisk modelling. 606 $aFinancial services industry$xRisk management 606 $aBanks and banking$xRisk management 606 $aFinancial risk management 608 $aElectronic books. 615 0$aFinancial services industry$xRisk management. 615 0$aBanks and banking$xRisk management. 615 0$aFinancial risk management. 676 $a332.1068/1 700 $aNai?m$b Patrick$0857114 702 $aCondamin$b Laurent 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910467348803321 996 $aOperational risk modeling in financial services$92083141 997 $aUNINA