000			01556nam a2200253Ia 4500
000			nam a22 7a 4500
003			SMV
005			20210318010226.0
008			210318b ||||| |||| 00| 0 spa d
020			_a904-339-34-4
040			_cSMV
041			_hspa
050			_aHD/61/OP47/2004
245		0	_aOperational risk modelling and analysis: theory and practice
260			_aLondres
260			_bRIsk Book
260			_c2004
300			_a360 p.
505			_aContiene: 1. operational risk - management based on the current loss data situation.- 2. Tackling the insufficiency of loss data for the quantification of operational risk.- 3. Contract management and operational risk.- 4. Basel II and operational risk - an overview.- 5. Implementing operational risk solutions.- 6. Integration of qualitative and quantitative operational risk data: a bayesian approach.- 7. Stable modelling of operational risk.- 8. Towards operational risk management.- 9. A copula extreme value theory approach for modelling operational risk.- 10. Cyclicality in the catastrophic risk of financial institutions.- 11. Using stratified sampling methods to improve percentile estimates in the context of risk measurement.- 12. Adequate capital and stress testing for operational risks.- 13. The JP Morgan chase operational risk environment.- 14. Overall large bank operational risk framework.- 15. Implementing an integrated operational risk framework.
650			_aRiesgo operacional
942			_2lcc
942			_cLibros
942			_hHD/61/OP47/2004
999			_c4781 _d4781