操作风险建模的基础与定量方面

Risk Management eJournal Pub Date : 2021-05-14 DOI:10.2139/ssrn.3846157

G. Peters

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引用次数: 0

摘要

操作风险建模的基本原理介绍。定量操作风险建模框架的核心组成部分。参考文献:1;克鲁兹MG，彼得斯GW，舍甫琴科PV。操作风险和保险分析的基本方面:操作风险手册。约翰·威利&;儿子;2015年1月29日。彼得斯GW，舍甫琴科PV。重尾风险建模的进展:操作风险手册。约翰·威利&;儿子;2015年5月5日。

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Foundations & Quantitative Aspects of Operational Risk Modelling

Presentation on fundamentals of Operational Risk Modelling. The core components of a quantitative operational risk modelling framework. Based on references:

1. Cruz MG, Peters GW, Shevchenko PV. Fundamental aspects of operational risk and insurance analytics: A handbook of operational risk. John Wiley & Sons; 2015 Jan 29.

2. Peters GW, Shevchenko PV. Advances in heavy tailed risk modeling: A handbook of operational risk. John Wiley & Sons; 2015 May 5.

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Risk Management eJournal

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