ISBN: 9783030425791 - statistical analysis of operational risk data (15 risultati)

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Paperback. Condizione: Brand New. 96 pages. 9.25x6.10x0.28 inches. In Stock.

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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This concise book for practitioners presents the statistical analysis of operational risk, which is considered the most relevant source of bank risk, after market and credit risk. The book shows that a careful statistical analysis can improve the results of the popular loss distribution approach. The authors identify the risk classes by applying a pooling rule based on statistical tests of goodness-of-fit, use the theory of the mixture of distributions to analyze the loss severities, and apply copula functions for risk class aggregation. Lastly, they assess operational risk data in order to estimate the so-called capital-at-risk that represents the minimum capital requirement that a bank has to hold. The book is primarily intended for quantitative analysts and risk managers, but also appeals to graduate students and researchers interested in bank risks.…

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PF. Condizione: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This concise book for practitioners presents the statistical analysis of operational risk, which is considered the most relevant source of bank risk, after market and credit risk. The book shows that a careful statistical analysis can improve the results of the popular loss distribution approach. The authors identify the risk classes by applying a pooling rule based on statistical tests of goodness-of-fit, use the theory of the mixture of distributions to analyze the loss severities, and apply copula functions for risk class aggregation. Lastly, they assess operational risk data in order to estimate the so-called capital-at-risk that represents the minimum capital requirement that a bank has to hold. The book is primarily intended for quantitative analysts and risk managers, but also appeals to graduate students and researchers interested in bank risks. 96 pp. Englisch.…

Condizione: New. Print on Demand pp. 84.

Condizione: New. PRINT ON DEMAND pp. 84.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Shows the advantages of operational risk data analysisIntroduces an impartial method for identifying the risk classes for operational risk lossesUses the R software to implement the proposed proceduresGiovanni De Luca.…

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This concise book for practitioners presents the statistical analysis of operational risk, which is considered the most relevant source of bank risk, after market and credit risk. The book shows that a careful statistical analysis can improve the results of the popular loss distribution approach. The authors identify the risk classes by applying a pooling rule based on statistical tests of goodness-of-fit, use the theory of the mixture of distributions to analyze the loss severities, and apply copula functions for risk class aggregation. Lastly, they assess operational risk data in order to estimate the so-called capital-at-risk that represents the minimum capital requirement that a bank has to hold. The book is primarily intended for quantitative analysts and risk managers, but also appeals to graduate students and researchers interested in bank risks.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 96 pp. Englisch.…