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Modelling Operational Risk Using Bayesian Inference
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Modelling Operational Risk Using Bayesian Inference

innbundet, 2011
Engelsk
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
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
21.1.2011
Antall sider
302