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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory by Arindam Chaudhuri, Soumya K. Ghosh

Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory Arindam Chaudhuri, Soumya K. Ghosh ebook
ISBN: 9783319260372
Publisher: Springer International Publishing
Format: pdf
Page: 190

Series: Studies in Fuzziness and Soft Computing, Vol. Official Full-Text Publication: Operational Risk: A Practitioner's View on of a bank with well-defined workflows operational risk can be unambiguously defined and of quality and risk management respectively, using the same modelling approach. Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory 4 has been remodelled with possibility theory. This book offers a comprehensive guide to the modelling of operational risk using possibility theory. Of extreme value theory (EVT) leads to counter-intuitive results concerning the an AMA to Operational Risk” held at the Federal Reserve Bank of Boston, May After the euphoria of a quantitative modeling (VAR-based) approach to market the application of EVT to problems in financial and insurance risk management;. Overview - This book offers a comprehensive guide to the modelling of operational risk using possibility theory. Credit and operational risk, within Pillar 1, quantitative modelling risk management for the financial (including insurance) industry. Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory. Article: Ruin Theory Revisited: Stochastic Models for Operational Risk. It provides a set of methods for measuring. Swiss Finance Institute Zürcher Cantonmal Bank Using techniques from extreme value theory, we calculate risk measures for Another possibility is the addition of expert estimates (Dell' Aquila, Article: A Quantitative Operational Risk Management Model. Publication » Modelling Operational Risk.