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OPERATIONAL RISK: MEASURING AND MODELLING

Operational risk is emerging as the third leg of an institutional risk strategy for financial institutions. Now recognized as a potential source of financial waste, operational risk has become the subject of surveys, analysis, and the search for a comprehenvise set of definitions and a shared framework. Written by a leading expert on operational risk measurement, this important work puts forth a cradle-to-grave hands-on approach that concentrates on measurement of risk in order to provide the needed feedback for managing and mitigating it. Using both theoretical and practical material, he lays out a foundation theory that can be applied and refined for application in the financial sector and beyond which includes a new technique called Delta-EVT(trademark). This technique is a combination of two existing methods which provides for the complete measurement of operational risk loss. The book contains comprehensive step-by-step descriptions based on real-world examples, formulas and procedures for calculating many common risk measures and building causal models using Bayesian networks, and background for understanding the history and motivation for addressing operational risk.

Availability
10010592658.155 KIN oRLC MM (Rak Buku Wajib)Available
10010593658.155 KIN o (1)RLC MM (Rak Buku Wajib)Available
Detail Information
Series Title
-
Statement of Responsibility
Call Number
658.155 KIN o
Publisher
Chicester : John Wiley & Sons.,
Collation
xii, 261 p. : ill ; 24cm
Language
English
ISBN/ISSN
0-471-85209-0
Classification
658.155
Content Type
-
Edition
-
Subject(s)
Buku Wajib
Finance
Operations
Operational Risk
Specific Detail Info
-
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