Measuring Operational and Reputational Risk
Author | : Aldo Soprano |
Publisher | : John Wiley & Sons |
Total Pages | : 226 |
Release | : 2010-12-03 |
ISBN-10 | : 9780470742112 |
ISBN-13 | : 0470742119 |
Rating | : 4/5 (119 Downloads) |
Download or read book Measuring Operational and Reputational Risk written by Aldo Soprano and published by John Wiley & Sons. This book was released on 2010-12-03 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 real bank datasets, it offers a wide range of various testing models and fitting techniques for financial practitioners. With this book, professionals will have a foundation for measuring and predicting these important intangibles. Aldo Soprano (Madrid, Spain) is Group Head of operational risk management at UniCredit Group.