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Operational Risk Modelling and Management

About Operational Risk Modelling and Management

In banking regulation, tools are needed to quantify risk and calculate the amount of capital reserve required to mitigate such risk. This book offers a complete model for the quantification of so-called operational risks.

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  • Language:
  • English
  • ISBN:
  • 9781439844762
  • Binding:
  • Hardback
  • Pages:
  • 414
  • Published:
  • October 14, 2010
  • Dimensions:
  • 160x233x27 mm.
  • Weight:
  • 752 g.
Delivery: 2-3 weeks
Expected delivery: December 5, 2024

Description of Operational Risk Modelling and Management

In banking regulation, tools are needed to quantify risk and calculate the amount of capital reserve required to mitigate such risk. This book offers a complete model for the quantification of so-called operational risks.

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