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Operational risk [[electronic resource] ] : a guide to Basel II capital requirements, models, and analysis / / Anna S. Chernobai, Svetlozar T. Rachev and Frank J. Fabozzi



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Autore: Chernobai Anna S Visualizza persona
Titolo: Operational risk [[electronic resource] ] : a guide to Basel II capital requirements, models, and analysis / / Anna S. Chernobai, Svetlozar T. Rachev and Frank J. Fabozzi Visualizza cluster
Pubblicazione: Hoboken, New Jersey : , : John Wiley & Sons, , 2007
Edizione: 1st edition
Descrizione fisica: 1 online resource (322 p.)
Disciplina: 658.155
Soggetto topico: Bank management
Risk management
Operational risk
Soggetto genere / forma: Electronic books.
Altri autori: RachevS. T (Svetlozar Todorov)  
FabozziFrank J  
Note generali: Description based upon print version of record.
Nota di bibliografia: Includes bibliographical references and index.
Nota di contenuto: 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 Modeling
Chapter 13: Modeling DependenceIndex
Sommario/riassunto: While 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
Titolo autorizzato: Operational risk  Visualizza cluster
ISBN: 1-119-20192-6
1-280-90121-7
9786610901210
0-470-14878-0
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910143416903321
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Serie: Frank J. Fabozzi Series