Measuring operational and reputational risk [[electronic resource] ] : a practitioner's approach / / Aldo Soprano ... [et al.]

• Autore: Soprano Aldo
• Pubblicazione: Chichester, England ; ; Hoboken, N.J., : Wiley, c2009
• Descrizione fisica: 1 online resource (227 p.)
• Disciplina: 658.15/5072
• Soggetto topico: Risk management; Risk assessment; Operational risk; Corporate image
• Altri autori: SopranoAldo
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references (p. [193]-200) and index.
• Nota di contenuto: 1. The development of ORM in UniCredit group -- 2. The calculation dataset -- 3. Loss distribution approaches -- 4. Analyzing insurance policies -- 5. Managing reputational risk -- 6. Conclusions.
• Sommario/riassunto: How to apply operational risk theory to real-life banking data Modelling Operational and Reputational Risks shows practitioners the best models to use in a given situation, according to the type of risk an organization is facing. Based on extensive applied research on operational risk models using real bank datasets, it offers a wide range of various testing models and fitting techniques for financial practitioners. With this book, professionals will have a foundation for measuring and predicting these important intangibles.Aldo Soprano (Madrid, Spain) is Group Head of operational risk
• Titolo autorizzato: Measuring operational and reputational risk
• ISBN: 1-119-20877-7; 1-282-93959-9; 9786612939594; 0-470-74211-9
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910812037503321
• Lo trovi qui: Univ. Federico II
• Serie: Wiley finance series.