Measuring Operational and Reputational Risk
A Practitioner's Approach| By: | Aldo Soprano; Bert Crielaard; Fabio Piacenza; Daniele Ruspantini |
| Publisher: | Wiley Professional Development (P&T) |
| Print ISBN: | 9780470517703 |
| eText ISBN: | 9780470742112 |
| Edition: | 1 |
| Copyright: | 2009 |
| Format: | Page Fidelity |
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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.