Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
BERT CRIELAARD works in the Operational Risk Department of UniCredit (Holding) and is group-wide responsible for operational risk management in the Corporate, Private Banking and Asset Management business divisions. Previously he worked in the insurance and asset management industry in Italy and the Netherlands. He is (co-)author of articles on insurance in risk management.
FABIO PIACENZA is a senior quantitative analyst at UniCredit Group Operational Risk Management in Milan. Graduated in mathematics, he is author of several articles on operational risk related topics.
DANIELE RUSPANTINI works in UniCredit Group Milan in the Operational Risk Management team, graduated in mathematics, he is co author of articles on quantitative risk management.
The book presents a set of risk assessment methods which will be of use to risk managers and quantitative risk analysts for a variety of risk management purposes in unique scenarios. The reader is taken through the processes of risk assessment in view of the Basel Accord requirements, from the identification and evaluation of the calculation dataset, to scenario analysis and analysing insurance for operational risk. The calculation dataset is used for a robust operational loss modelling of capital at risk, for insurance contracts and their effects on individual loss events. The authors present techniques for parametric estimation and analytical methods to select appropriate statistical distributions for severity and frequency of loss classes to obtain VaR for individual business environments. There are also copula-based methods of calculation of overall capital. Finally, the authors present an analysis of insurance policies and models for calculating reputational risk, inextricably linked to operational risk, and a type of exposure which is increasingly important in view of recent large loss events at major banks gaining a great deal of media exposure.
This title presents useful ways of approaching operational risk management to meet the requirements of the Basel II Accord, while the authors’ flexible approach (combining LDA and SBA methods) makes its risk analysis meaningful to different types and sizes of financial institution. The title will be valuable to quantitative analysts, quantitative developers and risk managers trying to digest and integrate the new Basel requirements.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Spese di spedizione:
EUR 13,94
Da: Regno Unito a: U.S.A.
Descrizione libro Condizione: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pen & highlighter markings. In poor condition, suitable as a reading copy. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780470517703. Codice articolo 9857080
Descrizione libro Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780470517703. Codice articolo 9857081
Descrizione libro Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780470517703. Codice articolo 9857079
Descrizione libro Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Dust jacket in good condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780470517703. Codice articolo 9857078
Descrizione libro Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Codice articolo M00470517700-G