Measuring operational and reputational risk : a practitioner's approach /

How to apply operational risk theory to real-life banking data. Modelling Operational and Reputational Risks shows practitioners the best models to use in a given situation, according to the type of risk an organization is facing. Based on extensive applied research on operational risk models using...

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Bibliographic Details
Online Access: Full text (MCPHS users only)
Main Author: Soprano, Aldo
Format: Electronic eBook
Language:English
Published: Chichester, England ; Hoboken, N.J. : Wiley, 2009
Series:Wiley finance series.
Subjects:
Local Note:ProQuest Ebook Central
Table of Contents:
  • 1. The development of ORM in UniCredit group
  • 2. The calculation dataset
  • 3. Loss distribution approaches
  • 4. Analyzing insurance policies
  • 5. Managing reputational risk
  • 6. Conclusions.