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Modelling Operational Risk Using Bayesian Inference
idioma: inglês
Editor:
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, outubro de 2014 ‧
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71,37€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783642423536 |
| Editor: | SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Data de Lançamento: | outubro de 2014 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 17 mm |
| Encadernação: | Capa mole |
| Páginas: | 302 |
| Tipo de produto: | Livro |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Economia
Livros em Inglês > Economia, Finanças e Contabilidade > Finanças |
| EAN: | 9783642423536 |
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