by Claudio Franzetti (Author)
In banking regulation, tools are needed to quantify risk and calculate the amount of capital reserve required to mitigate such risk. This book offers a complete model for the quantification of so-called operational risks.
Format: Hardcover
Pages: 413
Edition: 1
Publisher: Chapman and Hall/CRC
Published: 12 Nov 2010
ISBN 10: 1439844763
ISBN 13: 9781439844762