{"product_id":"statistical-analysis-of-operational-risk-giovanni-de-luca-9783030425791","title":"Statistical Analysis of Operational Risk Data","description":"\u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis 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. The authors identify the risk classes by applying a pooling rule based on statistical tests of goodness-of-fit, use the theory of the mixture of distributions to analyze the loss severities, and apply copula functions for risk class aggregation. Lastly, they assess operational risk data in order to estimate the so-called capital-at-risk that represents the minimum capital requirement that a bank has to hold. The book is primarily intended for quantitative analysts and risk managers, but also appeals to graduate students and researchers interested in bank risks.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Giovanni de Luca, Danilo Carità, Francesco Martinelli\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3030425797\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783030425791\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 02\/25\/2020\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 84\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.32lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.21h x 6.14w x 0.20d","brand":"Giovanni de Luca","offers":[{"title":"Paperback","offer_id":44073527705855,"sku":"9783030425791","price":54.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_058ce8fe-b730-4513-806b-97eb57887be2.jpg?v=1685448347","url":"https:\/\/www.whiterainbookhouse.com\/products\/statistical-analysis-of-operational-risk-giovanni-de-luca-9783030425791","provider":"WR Book House","version":"1.0","type":"link"}