{"title":"Foundations & Quantitative Aspects of Operational Risk Modelling","authors":"G. Peters","doi":"10.2139/ssrn.3846157","DOIUrl":null,"url":null,"abstract":"Presentation on fundamentals of Operational Risk Modelling. The core components of a quantitative operational risk modelling framework. Based on references:<br><br>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.<br><br>2. Peters GW, Shevchenko PV. Advances in heavy tailed risk modeling: A handbook of operational risk. John Wiley & Sons; 2015 May 5.","PeriodicalId":306152,"journal":{"name":"Risk Management eJournal","volume":"25 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-05-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Risk Management eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3846157","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
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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