Statistical analysis of operational risk data

This concise book for practitioners presents the statistical analysis of operational risk, which is considered the most relevant source of bank risk, after market and credit risk. The book shows that a careful statistical analysis can improve the results of the popular loss distribution approach. Th...

Full description

Main Author: De Luca, Giovanni.
Other Authors: Carità, Danilo., Martinelli, Francesco., SpringerLink (Online Service)
Format: eBook
Language: English
Published: Cham : Springer, [2020]
Physical Description: 1 online resource (92 pages)
Series: SpringerBriefs in statistics.
Subjects:

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