Operational Risk Modelling and Management - Couverture souple

Franzetti, Claudio

Couverture souple

ISBN 10 : 1138116513 ISBN 13 : 9781138116511

Editeur : CRC Press, 2017

Synopsis

Helping you navigate the tricky world of risk calculation and management, this book presents two main building blocks for determining how much capital needs to be reserved for operational risk. It employs the loss distribution approach as a model for calculating the risk capital figure and explains risk mitigation through management and management's actuations. The model introduced complies with the standards of the Basel Accord. While R scripts are used for some examples, a prototypical software program for calculating the loss distribution and economic capital in the more detailed run-through example can be downloaded from www.garrulus.com

A propos du livre

À propos de l?auteur

Claudio Franzetti is the chief risk officer of Swiss Export Risk Insurance (SERV) in Zurich and president of Garrulus Enterprise Ltd. He has previously worked at Aon Resolution AG, Deutsche Bank, Swiss Re, and Iris AG.

Détails de l'édition

• Éditeur: CRC Press
• Date d'édition: 2017
• Langue: anglais
• ISBN 10: 1138116513
• ISBN 13: 9781138116511
• Reliure: Broché
• Nombre de pages: 416
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible