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Product details
- ISBN-10: 1439844763
- ISBN-13: 9781439844762
- Author: Claudio Franzetti
- Language: English
Product description
Taking into account the standards of the Basel Accord, Operational Risk Modelling and Management presents a simulation model for generating the loss distribution of operational risk. It also examines a multitude of management issues that must be considered when adjusting the quantitative results of a comprehensive model.The book emphasizes techniqu