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Operational risk modelling and management / (Record no. 239)

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
Copies
Price effective from Permanent location Date last seen Not for loan Date acquired Source of classification or shelving scheme Koha item type Lost status Cost, normal purchase price Withdrawn status Source of acquisition Cost, replacement price Damaged status Current location Public note Full call number
2011-09-10AUM Main Library2013-05-14 2013-05-14 Book 72.92 Jordan Book Centre51.05 AUM Main LibraryJBC/2011/11035658.155 F728

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