1st Edition
by Aldo Soprano (Author), Bert Crielaard (Author), Fabio Piacenza (Author), Daniele Ruspantini (Author)
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 management at UniCredit Group.
Year | 2009 |
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Pages | 220 |
Language | English |
Format | |
Size | 3 MB |
ISBN-10 | 0470517700, 0470517700 |
ISBN-13 | 978-0470517703, 978-0470517703 |
ASIN | B007YZUV3U |