000 -LEADER |
fixed length control field |
01457cam a22002418a 4500 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
OSt |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20151212131311.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
100815s2010 flu b 001 0 eng |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9781439844762 (hardback) |
041 ## - Language |
Language code of text/sound track or separate title |
eng |
050 00 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HD61 |
Item number |
.F728 2010 |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
658.155 |
Edition number |
22 |
Item number |
F728 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Franzetti, Claudio. |
9 (RLIN) |
5282 |
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
Title |
Operational risk modelling and management / |
Statement of responsibility, etc |
Claudio Franzetti. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
Place of publication, distribution, etc |
Boca Raton, FL : |
Name of publisher, distributor, etc |
Chapman and Hall/CRC, |
Date of publication, distribution, etc |
2010. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
xxiii, 389 p. : |
Other physical details |
ill. ; |
Dimensions |
25 cm. |
440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE |
Title |
Chapman & Hall/CRC finance series |
9 (RLIN) |
3976 |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc |
Includes bibliographical references and index. |
520 ## - SUMMARY, ETC. |
Summary, etc |
"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. It offers a detailed discussion on the link between modeling approaches and management, which has been neglected in the literature, as well as the mathematical modeling of the loss distribution approach. With an emphasis on risk management and management fundamentals, the text presents a complete simulation model along with tested examples that can be replicated using R software. The author provides a broad view on managing risk using this mathematical model"-- |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Risk management |
9 (RLIN) |
256 |
|
Topical term or geographic name as entry element |
Risk management |
General subdivision |
Mathematical models. |
9 (RLIN) |
1915 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
|
Item type |
Book |