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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
| Operational risk [[electronic resource] ] : a guide to Basel II capital requirements, models, and analysis / / Anna S. Chernobai, Svetlozar T. Rachev and Frank J. Fabozzi |
| Autore | Chernobai Anna S |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2007 |
| Descrizione fisica | 1 online resource (322 p.) |
| Disciplina | 658.155 |
| Altri autori (Persone) |
RachevS. T (Svetlozar Todorov)
FabozziFrank J |
| Collana | Frank J. Fabozzi Series |
| Soggetto topico |
Bank management
Risk management Operational risk |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20192-6
1-280-90121-7 9786610901210 0-470-14878-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910143416903321 |
Chernobai Anna S
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operational risk [[electronic resource] ] : a guide to Basel II capital requirements, models, and analysis / / Anna S. Chernobai, Svetlozar T. Rachev and Frank J. Fabozzi
| Operational risk [[electronic resource] ] : a guide to Basel II capital requirements, models, and analysis / / Anna S. Chernobai, Svetlozar T. Rachev and Frank J. Fabozzi |
| Autore | Chernobai Anna S |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2007 |
| Descrizione fisica | 1 online resource (322 p.) |
| Disciplina | 658.155 |
| Altri autori (Persone) |
RachevS. T (Svetlozar Todorov)
FabozziFrank J |
| Collana | Frank J. Fabozzi Series |
| Soggetto topico |
Bank management
Risk management 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 | eng |
| 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 |
| Record Nr. | UNINA-9910830031803321 |
|
Chernobai Anna S
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operational risk : a guide to Basel II capital requirements, models, and analysis / / Anna S. Chernobai, Svetlozar T. Rachev and Frank J. Fabozzi
| Operational risk : a guide to Basel II capital requirements, models, and analysis / / Anna S. Chernobai, Svetlozar T. Rachev and Frank J. Fabozzi |
| Autore | Chernobai Anna S |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2007 |
| Descrizione fisica | 1 online resource (322 p.) |
| Disciplina | 658.155 |
| Altri autori (Persone) |
RachevS. T (Svetlozar Todorov)
FabozziFrank J |
| Collana | Frank J. Fabozzi Series |
| Soggetto topico |
Bank management
Risk management Operational risk |
| ISBN |
9786610901210
9781119201922 1119201926 9781280901218 1280901217 9780470148785 0470148780 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Altri titoli varianti | Guide to Basel II capital requirements, models, and analysis |
| Record Nr. | UNINA-9911019273903321 |
|
Chernobai Anna S
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||