Modelling operational and reputational reputational risk
a practitioner's approach
- ISBN: 9780470517703
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2009
- Lugar de la edición: New Jersey. Estados Unidos de Norteamérica
- Colección: Finance
- Encuadernación: Cartoné
- Medidas: 23 cm
- Nº Pág.: 205
- Idiomas: Inglés
Auts. Aldo Soprano...[et.al]. This book shows you 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.
Auts. Aldo Soprano...[et.al]