Modelling operational risk using bayesian inference
The management of operational risk in the banking industry has undergone explosive changes over the last decade due to substantial changes in the operational environment. Globalization, deregulation, the use of complex financial products, and changes in information technology have resulted in exposu...
Zapisane w:
| 1. autor: | |
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| Format: | Livre numérique |
| Język: | Anglais |
| Wydane: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
2011.
Cham : Springer Nature |
| Dostęp online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Komentarz: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Modelling Operational Risk Using Bayesian Inference, Texte imprimé, 9783642159220 • Modelling Operational Risk Using Bayesian Inference, Texte imprimé, 9783642159244 • Modelling Operational Risk Using Bayesian Inference, Texte imprimé, 9783642423536 |
Spis treści:
- Operational Risk and Basel II
- Loss Distribution Approach
- Calculation of Compound Distribution
- Bayesian approach for LDA
- Addressing the Data Truncation Problem
- Modelling Large Losses
- Modelling Dependence
- List of Distributions
- Selected Simulation Algorithms
- Solutions for Selected Problems
- References
- Index.