Описание: Reduce or prevent risk failure losses with new and emerging technologies Rogues of Wall Street analyzes the recent risk failures and errors that have overwhelmed Wall Street for the past decade.
Автор: Amanat Hussain Название: Managing Operational Risk in Financial Markets, ISBN: 0750647329 ISBN-13(EAN): 9780750647328 Издательство: Elsevier Science Рейтинг: Цена: 16212.00 р. Наличие на складе: Поставка под заказ.
Описание: Outlines the major issues for risk management and focuses on operational risk as a key activity in managing risk on an enterprise-wide basis. This title provides a comprehensive framework for the management of operational risk. It defines the spectrum of risks faced by organisations and how they can effectively manage these.
Автор: Chris Frost Название: Operational Risk and Resilience, ISBN: 0750643951 ISBN-13(EAN): 9780750643955 Издательство: Elsevier Science Рейтинг: Цена: 24317.00 р. Наличие на складе: Поставка под заказ.
Описание: Failures in risk management have made firms suffer significant commercial damage or even bankruptcy as a result. This book shows how risk management is a key management responsibility. It teaches about the application of operational risk management to a range of market sectors, and includes case studies and worked examples from around the world.
The study of heavy-tailed distributions allows researchers to represent phenomena that occasionally exhibit very large deviations from the mean. The dynamics underlying these phenomena is an interesting theoretical subject, but the study of their statistical properties is in itself a very useful endeavor from the point of view of managing assets and controlling risk. In this book, the authors are primarily concerned with the statistical properties of heavy-tailed distributions and with the processes that exhibit jumps. A detailed overview with a Matlab implementation of heavy-tailed models applied in asset management and risk managements is presented. The book is not intended as a theoretical treatise on probability or statistics, but as a tool to understand the main concepts regarding heavy-tailed random variables and processes as applied to real-world applications in finance. Accordingly, the authors review approaches and methodologies whose realization will be useful for developing new methods for forecasting of financial variables where extreme events are not treated as anomalies, but as intrinsic parts of the economic process.
Описание: This book offers a comprehensive guide to the modelling of operational risk using possibility theory. The book offers a complete assessment of fuzzy methods for determining both value at risk (VaR) and subjective value at risk (SVaR), together with a stability estimation of VaR and SVaR.
Автор: Pavel V. Shevchenko Название: Modelling Operational Risk Using Bayesian Inference ISBN: 3642423531 ISBN-13(EAN): 9783642423536 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 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.
Автор: Dimitris N. Chorafas Название: Operational Risk Control with Basel II, ISBN: 0750659092 ISBN-13(EAN): 9780750659093 Издательство: Elsevier Science Рейтинг: Цена: 16212.00 р. Наличие на складе: Поставка под заказ.
Описание: Provides a methodology for operational risk control. This book focuses on management risk and ways to avoid it; explains why and how information technology is a major operational risk; shows how to integrate cost control in the operational risk perspective; and details analytical approaches to operational risk control.
Автор: Bolanc?, Catalina Название: Quantitative Operational Risk Models ISBN: 1032477571 ISBN-13(EAN): 9781032477572 Издательство: Taylor&Francis Рейтинг: Цена: 7042.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Akkizidis I.S., Bouchereau V. Название: Guide to Optimal Operational Risk and BASEL II. ISBN: 0367391880 ISBN-13(EAN): 9780367391881 Издательство: Taylor&Francis Рейтинг: Цена: 9033.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Guide to Optimal Operational Risk and Basel II presents the key aspects of operational risk management that are also aligned with the Basel II requirements. This volume provides detailed guidance for the design and implementation of an efficient operational risk management system. It contains all elements of assessment, including operational risk identification, measurement, modeling, and monitoring analysis, along with evaluation analysis and the estimation of capital requirements.
The authors also address the managing and controlling of operational risks including operational risk profiling, risk optimization, cost & optimal resource allocation, decision-making, and design of optimal risk policies. Divided into four parts, this book begins by introducing the idea of operational risks and how they affect financial organizations. This section also focuses on the main aspects of managing operational risks.
The second part focuses on the requirements of an operational risk management framework according to the Basel II Accord. The third part focuses on all stages of operational risk assessment, and the fourth part focuses on the control and management stages. All of these stages combine to implement efficient and optimal operational risk management systems.
Автор: Brink Название: Operational Risk ISBN: 0333968689 ISBN-13(EAN): 9780333968680 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Operational risk is one of the oldest risks in the banking sector, and yet regulatory bodies including the Basle Committee are still working on a regulatory framework. Using qualitative analysis, the author suggests risk identification procedures and provides tools for the analysis, quantification and management of risk.
Автор: Prof. Dr. Hermann Meyer zu Selhausen; Anja Hechenb Название: Operational Risk in Banken ISBN: 3835004247 ISBN-13(EAN): 9783835004245 Издательство: Springer Рейтинг: Цена: 7836.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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