Operational Risk Modelling and Management
- Claudio Franzetti
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Know about the book -
Operational Risk Modelling and Management is written by Claudio Franzetti and published by CRC Press. It's available with International Standard Book Number or ISBN identification 1040187382 (ISBN 10) and 9781040187388 (ISBN 13).
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
