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Marcelo G. Cruz - Modeling, Measuring and Hedging Operational Risk - 9780471515609 - V9780471515609
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Modeling, Measuring and Hedging Operational Risk

€ 54.11
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Description for Modeling, Measuring and Hedging Operational Risk Hardcover. Operational risk concerns issues like transaction processing errors, liability situations, and back-office failure. This text focuses on the measuring and modelling techniques banks and investment companies need to quantify operational risk and provides practical, sensible solutions for doing so. Series: Wiley Finance Series. Num Pages: 346 pages, black & white illustrations. BIC Classification: KFFM; KJMD; KJMV1. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 248 x 177 x 25. Weight in Grams: 758.
Worldwide banks are keen to find ways of effectively measuring and managing operational risk , yet many find themselves poorly equipped to do this. Operational risk includes concerns about such issues as transaction processing errors, liability situations, and back-office failure. Measuring and Modelling Operational Risk focuses on the measuring and modelling techniques banks and investment companies need to quantify operational risk and provides practical, sensible solutions for doing so.
* Author is one of the leading experts in the field of operational risk.
* Interest in the field is growing rapidly and this is the only book that ... Read more

Product Details

Format
Hardback
Publication date
2002
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
346
Condition
New
Series
Wiley Finance Series
Number of Pages
348
Place of Publication
New York, United States
ISBN
9780471515609
SKU
V9780471515609
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50

About Marcelo G. Cruz
DR MARCELO CRUZ is currently CEO and founder of RiskMaths, a boutique consultancy specialising in the development and validation of complex mathematical and statistical models for risk management, financial asset pricing, capital allocation and financial management strategy. RiskMaths has a particular focus on operational risk modeling, measurement and hedging with a client base that includes large global financial institutions and ... Read more

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