Measuring operational and reputational risk: a practitioner's approach

This book shows practitioners the best models to use in a given situation, according to the type of risk an organization is facing. It is based on extensive applied research on operational risk models, testing results on Unicredit datasets. Theoretical models and available research do not include a direct testing on real databases, as banks relevant information isnt available to the general public and academia. For operational risk this remains a key challenge inthe development of models correctly interpreting the risk structure and elements. UniCredit operational risk team, formed by experienced former academics and finance practitioners, have applied and tested various models and fitting techniques.

• ISBN: 978-0-470-51770-3
• Editorial: John Wiley & Sons
• Encuadernacion: Cartoné
• Páginas: 226
• Fecha Publicación: 20/03/2009
• Nº Volúmenes: 1
• Idioma: Inglés