Modelling Operational Risk Using Bayesian Inference
Pavel V. Shevchenko
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2014
121,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783642423536
- ISBN-10
- 3642423531
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2014
- Publication date
- 2014-10-14
- Pages
- 302
- Dimensions
- 235x155x