Modelling Operational Risk Using Bayesian Inference

Name: Modelling Operational Risk Using Bayesian Inference
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642159220
Price: 2286 CZK
Availability: InStock

Autor: Pavel V. Shevchenko

Jazyk:

Vazba: Pevná

Vydavatel: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostupnost: Skladem u dodavatele

Odesíláme za 10-13 dnů

2 286 Kč

The area of quantitative operational risk has undergone explosive development for the last five year...

Informace o knize

Autor

Pavel V. Shevchenko

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2011

Stránek

302

EAN

9783642159220

ISBN

3642159222

Enbook ID

01656680

Vydavatel

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnost

608

Rozměry

161 x 240 x 24

Kompletní popis

The area of quantitative operational risk has undergone explosive development for the last five years and is of critical importance for the banking industry. It is driven mainly by recent Basel II regulatory requirements that introduced definitions and capital charges for operational risk. The area of quantitative operational risk is very new and the different approaches to it are heatedly debated. This book is devoted to quantitative issues in the loss distribution approach for operational risk being adopted in many banks. In particular, the use of the Bayesian inference method is the main focus of this book. Though it is very new in this area, the Bayesian approach is well suited for modelling operational risk, as it provides a consistent and convenient statistical framework to quantify the uncertainties involved. It also allows the combination of expert opinions with historical internal and external data in estimation procedures. These are critical, especially for operational risks with small datasets.

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Modelling Operational Risk Using Bayesian Inference

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Fundamental Aspects of Operational Risk and Insurance Analytics and Advances in Heavy Tailed Risk Modeling: Handbooks of Operational Risk Set

Stochastic Claims Reserving Methods in Insurance

Mushoku Tensei: Roxy Gets Serious Vol. 8

Makeda

Historic Theories Of Atonement, With Comments (1920)

The Master Key

An Emerald Odyssey: In Search of the Gods of Golf and Ireland

Academic English Vocabulary For International Students

Miss Marple's Final Cases

Marx in 60 Minutes

Melchizedek & the Temple

Aleutian Campaign in World War II

Zákaznicí kteří koupili tuto knihu koupili také

L'opera narrativa italiana di Luigi Gualdo, scrittore cosmopolita

Ko Se Boji Uspeha Jos?

Ölümden Önce Ask Vardi

Chinabild der deutschen protestantischen Missionare des 19. Jahrhunderts

LES P'TITES CHAUVES-SOURIS (2021)

Pflegetherapeutische Gruppen in der Psychiatrie

Disney, Sleeping Beauty Dancing in The Enchanted Light

Les Nez-Percés