Modelling Operational Risk Using Bayesian Inference |
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| Author:
| Shevchenko, Pavel V. |
| ISBN: | 978-3-642-42353-6 |
| Publication Date: | Oct 2014 |
| Publisher: | Springer Berlin / Heidelberg
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| Imprint: | Springer |
| Book Format: | Paperback |
| List Price: | USD $109.99 |
Book Description:
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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.
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.