Operational Risk
Operational Risk
A Guide to Basel II Capital Requirements, Models, and Analysis
Fabozzi, Frank J.; Chernobai, Anna S.; Rachev, Svetlozar T.
John Wiley and Sons Ltd
07/2007
300
Dura
Inglês
9780471780519
610
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Preface. About the Authors. CHAPTER 1. Operational Risk Is Not Just "Other" Risks. CHAPTER 2. Operational Risk: Definition, Classification, and Its Place among Other Risks. CHAPTER 3. Basel II Capital Accord. CHAPTER 4. Key Challenges in Modeling Operational Risk. CHAPTER 5. Frequency Distributions. CHAPTER 6. Loss Distributions. CHAPTER 7. Alpha-Stable Distributions. CHAPTER 8. Extreme Value Theory. CHAPTER 9. Truncated Distributions. CHAPTER 10. Testing for the Goodness of Fit. CHAPTER 11. Value-at-Risk. CHAPTER 12. Robust Modeling. CHAPTER 13. Modeling Dependence. References. Index.
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Preface. About the Authors. CHAPTER 1. Operational Risk Is Not Just "Other" Risks. CHAPTER 2. Operational Risk: Definition, Classification, and Its Place among Other Risks. CHAPTER 3. Basel II Capital Accord. CHAPTER 4. Key Challenges in Modeling Operational Risk. CHAPTER 5. Frequency Distributions. CHAPTER 6. Loss Distributions. CHAPTER 7. Alpha-Stable Distributions. CHAPTER 8. Extreme Value Theory. CHAPTER 9. Truncated Distributions. CHAPTER 10. Testing for the Goodness of Fit. CHAPTER 11. Value-at-Risk. CHAPTER 12. Robust Modeling. CHAPTER 13. Modeling Dependence. References. Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
