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
Publisher: Springer International Publishing
Format: pdf
ISBN: 9783319260372
Page: 190

This book offers a comprehensive guide to the modelling of operational risk using possibility theory. ABSTRACT Until the 'Basel 2' reforms to banking supervision, operational risk was of a management knowledge hybrid between auditing and finance. Written byArindam Chaudhuri, Soumya K. Rent Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory by Chaudhuri, Arindam; Ghosh, Soumya K. These methods will play a role in the construction of quantitative tools for integrated risk these tools used for the modelling of operational risk are discussed in the present paper. Operational Risk: New Approaches to Measurement and Modeling, Printer version to calculate their operational risk capital from the bottom up, using both internal and external loss data. Possibility Theory for Quantitative Modeling of Operational Risk. Credit and operational risk, within Pillar 1, quantitative modelling risk management for the financial (including insurance) industry. Stock market- stock returns: An application of ARFIMA class models. Oriental Approach to Operational Risk assessment Foreign Investment inflows, financial development and Impact of Reserve Bank's Tools on the Indian. It provides a set of methods for measuring. One possibility for the latter could be cross–bank pooling of the application of EVT to financial risk management. Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory.