Measuring operational and reputational risk: a practitioner's approach Soprano, Aldo

By: Soprano, Aldo
Contributor(s): Crielaard, Bert | Piacenza, Fabio | Ruspantini, Daniele
Series: Wiley Finance SeriesPublisher: Chichester John Wiley and Sons 2009Description: xvii, 207 p.ISBN: 9780470517703Subject(s): Risk management | Risk assessment | Operational risk | Corporate imageDDC classification: 658.155072 Summary: 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. (Source: www.alibris.com)
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Slot 1905 (2 Floor, East Wing) 658.155072 S6M3 (Browse shelf) Available 169467

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. (Source: www.alibris.com)

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