
Modelling Operational Risk Using Bayesian Inference
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.
- Författare
- Pavel V. Shevchenko
- ISBN
- 9783642159220
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2011-01-21
- Sidor
- 302
