Operational Risk Modelling and Management, PDF eBook

Operational Risk Modelling and Management PDF

Part of the Chapman & Hall/CRC Finance Series series

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Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk.

It also examines a multitude of management issues that must be considered when adjusting the quantitative results of a comprehensive model.The book emphasizes techniqu

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