by PavelV.Shevchenko (Author)
This book presents a Bayesian framework for operational risk that can be used by banks to resolve quantitative challenges with implementation of Basel II advanced measurement approach. Numerous examples help risk practitioners quantify operational risks.
Format: Hardcover
Pages: 319
Edition: 1st Edition.
Publisher: Springer
Published: 21 Jan 2011
ISBN 10: 3642159222
ISBN 13: 9783642159220