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Item type | Location | Call Number | Status | Notes | Date Due |
---|---|---|---|---|---|
Book | AUM Main Library | 658.155 F728 (Browse Shelf) | Available | JBC/2011/11035 |
No cover image available | |||||||
658.155 C968The art of risk management : | 658.155 C968Structured finance and insurance : | 658.155 E576Business continuity and risk management : | 658.155 F728Operational risk modelling and management / | 658.155 G525Operational risk management : | 658.155 G738A risk management approach to business continuity : |
Includes bibliographical references and index.
"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"--
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