
Faites connaître cet article à vos amis:
Modelling Operational Risk Using Bayesian Inference 2011 edition
Pavel V. Shevchenko
Modelling Operational Risk Using Bayesian Inference 2011 edition
Pavel V. Shevchenko
This has formally defined operational risk and introduced corresponding capital requirements. Many banks are undertaking quantitative modelling of operational risk using the Loss Distribution Approach (LDA) based on statistical quantification of the frequency and severity of operational risk losses.
302 pages, 31 black & white tables, biography
Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
Validé | 14 octobre 2014 |
ISBN13 | 9783642423536 |
Éditeurs | Springer-Verlag Berlin and Heidelberg Gm |
Pages | 302 |
Dimensions | 155 × 235 × 17 mm · 453 g |
Langue et grammaire | English |
Voir tous les Pavel V. Shevchenko ( par ex. Hardcover Book et Paperback Book )