Measuring Operational and Reputational Risk: A Practitioner's Approach

By Aldo SopranoBert CrielaardDaniele Ruspantini, et al.

How to apply operational risk theory to real-life banking data
Modelling Operational and Reputational Risks shows practitioners the best models to use in a given situation, according to the type of risk an organization is facing. Based on extensive applied research on operational risk models using real bank datasets, it offers a wide range of various testing models and fitting techniques for financial practitioners. With this book, professionals will have a foundation for measuring and predicting these important intangibles.
Aldo Soprano (Madrid, Spain) is Group Head of operational risk management at UniCredit Group.

• Format: Hardcover
• Language: English
• ISBN: 0470517700
• ISBN13: 9780470517703
• Release Date: April 2009
• Publisher: Wiley
• Length: 207 Pages
• Weight: 1.05 lbs.
• Dimensions: 0.9" x 6.1" x 9.0"