Modelling operational risk using Bayesian inference

The management of operational risk in the banking industry has undergone explosive changes over the last decade due to substantial changes in the operational environment. Globalization, deregulation, the use of complex financial products, and changes in information technology have resulted in exposu...

Description complète

Détails bibliographiques

Auteur principal:	Shevchenko, Pavel V. (Auteur)
Format:	Electronic Resource
Langue:	English
Publié:	Heidelberg, Germany Springer Berlin [©2011].
Sujets:	Bayesian statistical decision theory. Risk management. Banks and banking. Economics.
Accès en ligne:	Available for UP System via Springer Link.