Fundamental Aspects of Operational Risk and Insurance Analytics

Fundamental Aspects of Operational Risk and Insurance Analytics
By:Marcelo G. Cruz,Gareth W. Peters,Pavel V. Shevchenko
Published on 2015-01-29 by John Wiley & Sons

A one-stop guide for the theories, applications, andstatistical methodologies essential to operational risk Providing a complete overview of operational risk modeling andrelevant insurance analytics, Fundamental Aspects of OperationalRisk and Insurance Analytics: A Handbook of Operational Riskoffers a systematic approach that covers the wide range of topicsin this area. Written by a team of leading experts in the field,the handbook presents detailed coverage of the theories,applications, and models inherent in any discussion of thefundamentals of operational risk, with a primary focus on BaselII/III regulation, modeling dependence, estimation of risk models,and modeling the data elements. Fundamental Aspects of Operational Risk and Insurance Analytics:A Handbook of Operational Risk begins with coverage on the fourdata elements used in operational risk framework as well asprocessing risk taxonomy. The book then goes further in-depth intothe key topics in operational risk measurement and insurance, forexample diverse methods to estimate frequency and severity models.Finally, the book ends with sections on specific topics, such asscenario analysis; multifactor modeling; and dependence modeling. Aunique companion with Advances in Heavy Tailed Risk Modeling: AHandbook of Operational Risk, the handbook also features: Discussions on internal loss data and key risk indicators,which are both fundamental for developing a risk-sensitiveframework Guidelines for how operational risk can be inserted into afirm’s strategic decisions A model for stress tests of operational risk under the UnitedStates Comprehensive Capital Analysis and Review (CCAR)program A valuable reference for financial engineers, quantitativeanalysts, risk managers, and large-scale consultancy groupsadvising banks on their internal systems, the handbook is alsouseful for academics teaching postgraduate courses on themethodology of operational risk.

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Book ID of Fundamental Aspects of Operational Risk and Insurance Analytics's Books is 5ADcBQAAQBAJ, Book which was written byMarcelo G. Cruz,Gareth W. Peters,Pavel V. Shevchenkohave ETAG "GVfQxajxW0c"

Book which was published by John Wiley & Sons since 2015-01-29 have ISBNs, ISBN 13 Code is 9781118573006 and ISBN 10 Code is 1118573005

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