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2001•Medical Entomology and ZoologyRequires access

Operational Risk: Measurement and Modelling

Jack L. King

Open publisher page 86 citations

Abstract

Preface. Acknowledgements. INTRODUCTION TO OPERATIONAL RISK. Introduction to Operational Risk. Historical Losses Regulation MEASURING OPERATIONAL RISK A Measurement Framework for Operational Risk The Delta Methodology The EVT Methodology MODELLING OPERATIONAL RISK Delta-EVTTM Models for Operational Risk Causal Modelling Causal Models for Operational Risk MATHEMATICAL FOUNDATIONS Error Propagation Extreme Value Theory Bayesian Methods APPENDICES Glossary Bibliography Index.

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What this paper is about

Preface. Acknowledgements. INTRODUCTION TO OPERATIONAL RISK. Introduction to Operational Risk. Historical Losses Regulation MEASURING OPERATIONAL RISK A Measurement Framework for Operational Risk The Delta Methodology The EVT Methodology MODELLING OPERATIONAL RISK Delta-EVTTM Models for Operational Risk Causal Modelling Causal Models for Operational Risk MATHEMATICAL FOUNDATIONS Error Propagation Extreme Value Theory Bayesian Methods APPENDICES Glossary Bibliography Index.

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OpenAlex reports 86 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

Preface. Acknowledgements. INTRODUCTION TO OPERATIONAL RISK. Introduction to Operational Risk. Historical Losses Regulation MEASURING OPERATIONAL RISK A Measurement Framework for Operational Risk The Delta Methodology The EVT Methodology MODELLING OPERATIONAL RISK Delta-EVTTM Models for Operational Risk Causal Modelling Causal Models for Operational Risk MATHEMATICAL FOUNDATIONS Error Propagation Extreme Value Theory Bayesian Methods APPENDICES Glossary Bibliography Index.

Key concepts: Operational risk, Glossary, Index (typography), Risk analysis (engineering), Computer science, Operational risk management, Risk management, Operations research

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