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
|
| 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
|
| 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 |
| 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