Название книги: Measuring Operational and Reputational Risk


Автор: Bert Crielaard , Aldo Soprano , Daniele Ruspantini ,


ISBN: 9780470742112


Издательство: John Wiley & Sons Limited


Год: 2018


Кол-во стр.: 227


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.