Modeling, Measuring and Hedging Operational Risk

✍ Scribed by Marcelo G. Cruz

Publisher: Wiley
Year: 2002
Tongue: English
Leaves: 173
Edition: 1st
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

Worldwide banks are keen to find ways of effectively measuring and managing operational risk , yet many find themselves poorly equipped to do this. Operational risk includes concerns about such issues as transaction processing errors, liability situations, and back-office failure. Measuring and Modelling Operational Risk focuses on the measuring and modelling techniques banks and investment companies need to quantify operational risk and provides practical, sensible solutions for doing so. Author is one of the leading experts in the field of operational risk. Interest in the field is growing rapidly and this is the only book that focuses on the quantitative measuring and modelling of operational risk.* Includes case vignettes and real-world examples based on the author's extensive experience.

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