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

inbunden, 2011
Engelska
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
Engelska
Vikt
446 gram
Utgivningsdatum
2011-01-21
Sidor
302