Measuring operational and reputational risk: a practitioner's approach
Series: Wiley Finance SeriesPublication details: Chichester John Wiley and Sons 2009 Description: xvii, 207 pISBN:- 9780470517703
- 658.155072
Item type | Current library | Item location | Shelving location | Call number | Status | Date due | Barcode | |
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Books | Vikram Sarabhai Library | Rack 36-A / Slot 1926 (2nd Floor, East Wing) | General Stacks | 658.155072 S6M3 (Browse shelf(Opens below)) | 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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