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Autore: | Soprano Aldo |
Titolo: | Measuring operational and reputational risk [[electronic resource] ] : a practitioner's approach / / Aldo Soprano ... [et al.] |
Pubblicazione: | Chichester, England ; ; Hoboken, N.J., : Wiley, c2009 |
Edizione: | 1st ed. |
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 |
Opac: | Controlla la disponibilità qui |