UNIVERSITY LIBRARY CATALOGUE

Operational risk modelling and management / (Record no. 637216)

MARC details
000 -LEADER
fixed length control field 01687cam a2200301 a 4500
001 - CONTROL NUMBER
control field vtls000346584
003 - CONTROL NUMBER IDENTIFIER
control field UG-KaMUL
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250614173204.0
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2010-032499
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781439844762 (hardback)
039 ## - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE]
-- 201911011537
-- 992
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency DLC
Modifying agency DLC
-- UG-KaMUL
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 658.15/5
Edition information 22
092 ## - LOCALLY ASSIGNED DEWEY CALL NUMBER (OCLC)
Classification number 658.155 FRA
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Franzetti, Claudio.
245 ## - TITLE STATEMENT
Title Operational risk modelling and management /
Statement of responsibility, etc. Claudio Franzetti.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Boca Raton :
Name of publisher, distributor, etc. CRC Press,
Date of publication, distribution, etc. c2011.
300 ## - PHYSICAL DESCRIPTION
Extent xxiii, 389 p. :
Other physical details ill. ;
Dimensions 24 cm.
490 ## - SERIES STATEMENT
Series statement Chapman & Hall/CRC finance series
500 ## - GENERAL NOTE
General note "A Chapman & Hall book."
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references (p. 361-380) and index.
520 ## - SUMMARY, ETC.
Summary, etc. "In banking regulation, tools are needed to quantify risk and calcul ate the amount of capital reserve required to mitigate such risk. This book offers a complete model for the quantification of so-called operat ional risks. It offers a detailed discussion on the link between modeli ng approaches and management, which has been neglected in the literatur e, as well as the mathematical modeling of the loss distribution approa ch. With an emphasis on risk management and management fundamentals, th e text presents a complete simulation model along with tested examples that can be replicated using R software. The author provides a broad vi ew on managing risk using this mathematical model"--
Assigning source Provided by pub lisher.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Risk management.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Risk management
General subdivision Mathematical models.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books - Open Access
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total checkouts Full call number Barcode Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Faculty of Economics and Management Book Bank - FEMA Faculty of Economics and Management Book Bank - FEMA 14/06/2025   658.155 FRA 001277747 14/06/2025 14/06/2025 Books - Open Access