Measuring Operational and Reputational Risk : A Practitioner's Approach PDF
by Aldo Soprano, Bert Crielaard, Fabio Piacenza, Daniele Ruspantini
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Description
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.
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Wiley
- Publication Date:03/12/2010
- Category:
- ISBN:9780470742112
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Wiley
- Publication Date:03/12/2010
- Category:
- ISBN:9780470742112
