Dimensions
164 x 238 x 22mm
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.
