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Modelling Operational Risk Using Bayesian Inference

by Pavel V. Shevchenko
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, October of 2014 ‧
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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.

Modelling Operational Risk Using Bayesian Inference

by Pavel V. Shevchenko

Property Description
ISBN: 9783642423536
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: October of 2014
Language: English
Dimensions: 155 x 235 x 17 mm
Cover: Softcover
Pages: 302
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Economics, Finance and Accounting > Finances
EAN: 9783642423536