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Modelling Operational Risk Using Bayesian Inference
Tallenna

Modelling Operational Risk Using Bayesian Inference

sidottu, 2011
englanti
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.

ISBN
9783642159220
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
21.1.2011
Sivumäärä
302