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Operational Risk: Modeling Analytics

**Company:**Wiley-Interscience

**Year Of Publication:**2006

**Month Of Publication:**July

**Resource Link:**Click here to open

**Pages:**448

**Download Count:**85

**View Count:**

**Comment Num:**0

**Language:**EN

**Source:**

**Who Can Read:**Free

**Date:**11-1-2006

**Publisher:**Administrator

**Summary**

Operational Risk: Modeling Analytics is organized around the principle that the analysis of operational risk consists, in part, of the collection of data and the building of mathematical models to describe risk. This book is designed to provide risk analysts with a framework of the mathematical models and methods used in the measurement and modeling of operational risk in both the banking and insurance sectors. Beginning with a foundation for operational risk modeling and a focus on the modeling process, the book flows logically to discussion of probabilistic tools for operational risk modeling and statistical methods for calibrating models of operational risk. Exercises are included in chapters involving numerical computations for students' practice and reinforcement of concepts.

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