{"product_id":"modeling-measuring-and-hedging-operational-risk-9780471515609","title":"Modeling Measuring and Hedging Operational Risk","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eWorldwide 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.\u003cbr\u003e * Author is one of the leading experts in the field of operational risk.\u003cbr\u003e * Interest in the field is growing rapidly and this is the only book that focuses on the quantitative measuring and modelling of operational risk.\u003cbr\u003e * Includes case vignettes and real-world examples based on the author''s extensive experience.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eIntroduction\u003cbr\u003e PART I: DATABASE MODELING\u003cbr\u003e Database Modeling\u003cbr\u003e PART II: STOCHASTIC MODELING\u003cbr\u003e Severity Distributions\u003cbr\u003e Extreme Value Theory\u003cbr\u003e Frequency Distributions\u003cbr\u003e The Operational Risk VaR\u003cbr\u003e Stochastic Processes in Operational Risk\u003cbr\u003e PART III: CAUSAL MODELS\u003cbr\u003e Causal Models : Applying Econometrics and Time Series Statistics to Operational Risk\u003cbr\u003e Non-Linear Models in Operational Risk\u003cbr\u003e Bayesian Techniques in Operational Risk\u003cbr\u003e PART IV: OPERATIONAL RISK MANAGEMENT\u003cbr\u003e Operational Risk Reporting, Control and Management\u003cbr\u003e - Stress Tests and Scenario Analysis in Operational Risk\u003cbr\u003e PART V: HEDGING OPERATIONAL RISK\u003cbr\u003e Operational Risk Derivatives\u003cbr\u003e Developing an OR Hedging Program\u003cbr\u003e PART VI: OPERATIONAL RISK REGULATORY CAPITAL\u003cbr\u003e Operational Risk Regulatory Capital\u003cbr\u003e PART VII: MEASURING \"OTHER RISKS\" -\u003cbr\u003e FOREGONE REVENUE MEASUREMENT MODELS\u003cbr\u003e An Enterprise-Wide Model for Measuring Reputational Risk\u003cbr\u003e - Measuring Concentration (or Key Personnel) Risk\u003cbr\u003e - Using Real Options in Modeling and Measuring Operational and 'Other' Risks\u003cbr\u003e APPENDIX -\u003cbr\u003e Valuing Networks -\u003cbr\u003e Understanding the basics of e-ventures valuation","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402621854039,"sku":"9780471515609","price":37.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780471515609.jpg?v=1730481013","url":"https:\/\/bookcurl.com\/products\/modeling-measuring-and-hedging-operational-risk-9780471515609","provider":"Book Curl","version":"1.0","type":"link"}