UID:
almafu_9959327127102883
Format:
1 online resource (xix, 300 pages) :
,
illustrations
Edition:
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010.
ISBN:
9781119201922
,
1119201926
,
9780470148785
,
0470148780
,
1280901217
,
9781280901218
Series Statement:
The Frank J. Fabozzi series
Content:
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.
Note:
Operational risk is not just "other" risks -- Operational risk : definition, classification, and its place among other risks -- Basel II capital accord -- Key challenges in modeling operational risk -- Frequency distributions -- Loss distributions -- Alpha-stable distributions -- Extreme value theory -- Truncated distributions -- Testing for the goodness of fit -- Value-at-risk -- Robust modeling -- Modeling dependence.
,
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Additional Edition:
Print version: Chernobai, Anna S. Operational risk. Hoboken, N.J. : Wiley ; [Chichester : John Wiley, distributor], ©2007 ISBN 9780471780519
Additional Edition:
ISBN 0471780510
Language:
English
Subjects:
Economics
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
;
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201922
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201922
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201922
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