Quantitative Operational Risk Models, Paperback by Guillén, Montserrat; Gusta...
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Located in: Jessup, Maryland, United States
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eBay item number:386741484587
Item specifics
- Condition
- ISBN
- 9781032477572
- Publication Year
- 2023
- Format
- Trade Paperback
- Language
- English
- Book Title
- Quantitative Operational Risk Models
- Item Length
- 9.2in
- Publisher
- Taylor & Francis Group
- Genre
- Business & Economics, Mathematics
- Topic
- Probability & Statistics / General, Finance / General, General
- Item Width
- 6.1in
- Number of Pages
- 236 Pages
About this product
Product Information
Using real-life examples from the banking and insurance industries, Quantitative Operational Risk Models details how internal data can be improved based on external information of various kinds. Using a simple and intuitive methodology based on classical transformation methods, the book includes real-life examples of the combination of internal data and external information. A guideline for practitioners, the book begins with the basics of managing operational risk data to more sophisticated and recent tools needed to quantify the capital requirements imposed by operational risk. The book then covers statistical theory prerequisites, and explains how to implement the new density estimation methods for analyzing the loss distribution in operational risk for banks and insurance companies. In addition, it provides: Simple, intuitive, and general methods to improve on internal operational risk assessment Univariate event loss severity distributions analyzed using semiparametric models Methods for the introduction of underreporting information A practical method to combine internal and external operational risk data, including guided examples in SAS and R Measuring operational risk requires the knowledge of the quantitative tools and the comprehension of insurance activities in a very broad sense, both technical and commercial. Presenting a nonparametric approach to modeling operational risk data, Quantitative Operational Risk Models offers a practical perspective that combines statistical analysis and management orientations.
Product Identifiers
Publisher
Taylor & Francis Group
ISBN-10
1032477571
ISBN-13
9781032477572
eBay Product ID (ePID)
3058372872
Product Key Features
Book Title
Quantitative Operational Risk Models
Format
Trade Paperback
Language
English
Topic
Probability & Statistics / General, Finance / General, General
Publication Year
2023
Genre
Business & Economics, Mathematics
Number of Pages
236 Pages
Dimensions
Item Length
9.2in
Item Width
6.1in
Additional Product Features
Reviews
"... a very useful addition to the literature on Operational Financial Risk and I would recommend it to practitioners." --Alan Penman, Annals of Actuarial Science , Vol. 7, March 2013
Table of Content
Understanding Operational Risk. Operational Risk Data and Parametric Models. Semiparametric Model for Operational Risk Severities. Combining Operational Risk Data Sources. Data Study. Underreporting. Combining Underreported Internal and External Data. A Guided Practical Example.
Copyright Date
2012
Dewey Decimal
368.001
Series
Chapman and Hall/Crc Finance Ser.
Illustrated
Yes
Item description from the seller
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eBay item number:386741484587
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