LEADER 00883nam0-2200313---450- 001 990009834390403321 005 20140307111111.0 010 $a0-13-211608-1 035 $a000983439 035 $aFED01000983439 035 $a(Aleph)000983439FED01 035 $a000983439 100 $a20140307d1988----km-y0itay50------ba 101 0 $aeng 102 $aUS 105 $aa-------001yy 200 1 $aDigital electronic circuits$fGlenn M. Glasford 210 $aEnglewood Cliffs, New Jersey$cPrentice-Hall International$dİ1988 215 $a516 p.$cill.$d24 cm 610 0 $aElettronica digitale 676 $a621.3815'3 700 1$aGlasford,$bGlenn M.$0312517 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990009834390403321 952 $a10 E I 192$bDIET 816$fDINEL 959 $aDINEL 996 $aDigital electronic circuits$9836349 997 $aUNINA LEADER 03465nam 2200769 a 450 001 9911019273903321 005 20200228053352.0 010 $a9786610901210 010 $a9781119201922 010 $a1119201926 010 $a9781280901218 010 $a1280901217 010 $a9780470148785 010 $a0470148780 035 $a(CKB)1000000000354647 035 $a(EBL)297323 035 $a(OCoLC)476071631 035 $a(SSID)ssj0000215351 035 $a(PQKBManifestationID)12059233 035 $a(PQKBTitleCode)TC0000215351 035 $a(PQKBWorkID)10184754 035 $a(PQKB)10253668 035 $a(MiAaPQ)EBC297323 035 $a(WaSeSS)IndRDA00117709 035 $a(CaSebORM)9780470410547 035 $a(OCoLC)794064562 035 $a(OCoLC)ocn794064562 035 $a(EXLCZ)991000000000354647 100 $a20070727d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aOperational risk $ea guide to Basel II capital requirements, models, and analysis /$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 $aDescription based upon print version of record. 311 08$a9780470410547 311 08$a047041054X 311 08$a9780471780519 311 08$a0471780510 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 517 3 $aGuide to Basel II capital requirements, models, and analysis 606 $aBank management 606 $aRisk management 606 $aOperational risk 615 0$aBank management. 615 0$aRisk management. 615 0$aOperational risk. 676 $a658.155 700 $aChernobai$b Anna S$01839360 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 $a9911019273903321 996 $aOperational risk$94418561 997 $aUNINA