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Written by the experienced team of Anna ...
Written by the experienced team of Anna Chernobai, Svetlozar Rachev, and Frank Fabozzi, Operational Risk will introduce you to the key concepts associated with this discipline. Filled with in-depth insights, expert advice, and innovative research, this comprehensive guide not only presents you with an abundant amount of information regarding operational risk, but it also walks you through a wide array of examples that will solidify your understanding of the issues discussed.
Topics covered include:
About the Authors.
CHAPTER 1. Operational Risk Is Not Just "Other" Risks.
CHAPTER 2. Operational Risk: Definition, Classification, and Its Place among Other Risks.
CHAPTER 3. Basel II Capital Accord.
CHAPTER 4. Key Challenges in Modeling Operational Risk.
CHAPTER 5. Frequency Distributions.
CHAPTER 6. Loss Distributions.
CHAPTER 7. Alpha-Stable Distributions.
CHAPTER 8. Extreme Value Theory.
CHAPTER 9. Truncated Distributions.
CHAPTER 10. Testing for the Goodness of Fit.
CHAPTER 11. Value-at-Risk.
CHAPTER 12. Robust Modeling.
CHAPTER 13. Modeling Dependence.