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Modelling Operational Risk Using Bayesian Inference 2011 edition
Pavel V. Shevchenko
Modelling Operational Risk Using Bayesian Inference 2011 edition
Pavel V. Shevchenko
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.
302 pages, 31 black & white tables, biography
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | January 21, 2011 |
ISBN13 | 9783642159220 |
Publishers | Springer-Verlag Berlin and Heidelberg Gm |
Pages | 302 |
Dimensions | 161 × 240 × 24 mm · 576 g |
Language | English |
See all of Pavel V. Shevchenko ( e.g. Hardcover Book and Paperback Book )