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Multivariate Modellierung operationeller Risiken in Kreditinstituten

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Springer Nature
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N/A
Part Number
0
GTIN
9783834934079
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New
Product Description

Operationelle Risiken betreffen nahezu jede Geschftsttigkeit von Banken. Sie verfgen ber ein hohes Schadenspotential und stellen eine groe Herausforderung fr das Risikomanagement der Banken dar. Verena Bayer untersucht Anstze zur Quantifizierung operationeller Risiken und der Modellierung der Abhngigkeitsstruktur zwischen den Geschftsfeldern eines Kreditinstitutes. Die Autorin prft die Praxistauglichkeit der Verfahren anhand umfangreicher Simulationsstudien und der empirischen Analyse realer Verlustdaten.

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