Soft cover. Zustand: New.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 60,62
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In den WarenkorbZustand: New. In.
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 76,16
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In den WarenkorbPaperback. Zustand: Brand New. 96 pages. 9.25x6.10x0.28 inches. In Stock.
Zustand: New.
Sprache: Englisch
Verlag: Springer International Publishing, Springer International Publishing, 2020
ISBN 10: 3030425797 ISBN 13: 9783030425791
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This concise book for practitioners presents the statistical analysis of operational risk, which is considered the most relevant source of bank risk, after market and credit risk. The book shows that a careful statistical analysis can improve the results of the popular loss distribution approach. The authors identify the risk classes by applying a pooling rule based on statistical tests of goodness-of-fit, use the theory of the mixture of distributions to analyze the loss severities, and apply copula functions for risk class aggregation. Lastly, they assess operational risk data in order to estimate the so-called capital-at-risk that represents the minimum capital requirement that a bank has to hold. The book is primarily intended for quantitative analysts and risk managers, but also appeals to graduate students and researchers interested in bank risks.
Taschenbuch. Zustand: Neu. Statistical Analysis of Operational Risk Data | Giovanni De Luca (u. a.) | Taschenbuch | SpringerBriefs in Statistics | ix | Englisch | 2020 | Springer | EAN 9783030425791 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.