000			01791aam a2200313 a 4500
005			20250918143923.0
008			110816s2010 flua bi 001 0 eng
020			_a9781439844762 (hbk) _cRM321.87
039		9	_a201305171618 _blan _c201109121535 _dzabidah _c201109120935 _dbaiti _c201108180931 _dsanusi _y08-16-2011 _zsanusi
040			_dUKM
090			_aHD61.F734
090			_aHD61 _b.F734
100	1		_aFranzetti, Claudio.
245	1	0	_aOperational risk modelling and management / _cClaudio Franzetti.
260			_aBoca Raton, Fl. : _bCRC Press, _c2010.
300			_a389 p. : _bill . ; _c23 cm.
490	0		_aChapman & Hall/CRC finance series.
504			_aIncludes bibliographical references and index.
520			_a'In banking regulation, tools are needed to quantify risk and calculate the amount of capital reserve required to mitigate such risk. This book offers a complete model for the quantification of so-called operational risks. It offers a detailed discussion on the link between modeling approaches and management, which has been neglected in the literature, as well as the mathematical modeling of the loss distribution approach. With an emphasis on risk management and management fundamentals, the text presents a complete simulation model along with tested examples that can be replicated using R software. The author provides a broad view on managing risk using this mathematical model'-- _cProvided by publisher.
650		0	_aRisk management.
650		0	_aRisk management _xMathematical models.
907			_a.b1513720x _b2021-05-28 _c2019-11-12
942			_c01 _n0 _kHD61.F734
914			_avtls003476667
990			_abaiti
991			_aPusat Pengajian Siswazah Perniagaan
998			_at _b2011-03-08 _cm _da _feng _gflu _y0 _z.b1513720x
999			_c498001 _d498001