Razrabotka Modeli I Metoda Upravleniya Operatsionnymi Riskami V Banke
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Razrabotka Modeli I Metoda Upravleniya Operatsionnymi Riskami V Banke

Razrabotka Modeli I Metoda Upravleniya Operatsionnymi Riskami V Banke


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About the Book

Operatsionnyy risk znachitel'no otlichaetsya ot drugikh bankovskikh riskov: v protsesse ego vychisleniya i regulirovaniya vnimanie fokusiruetsya v osnovnom na faktakh, otrazhayushchikh skoree otkloneniya, chem normal'nyy khod sobytiy. Otsyuda voznikaet slozhnost' otsenki operatsionnogo riska, poetomu otsenka regulyativnogo kapitala pod operatsionnyy risk yavlyaetsya, nesomnenno, aktual'noy zadachey na segodnyashniy den'. Odnako znacheniya kvantiley vysokikh poryadkov chasto otsutstvuyut v issleduemoy vyborke ubytkov banka, libo ikh kolichestvo neveliko, poskol'ku ekstremal'nye sobytiya na finansovykh rynkakh i pri realizatsii biznes-protsessov banka yavlyayutsya otnositel'no redkimi sobytiyami. No imenno oni nanosyat znachitel'nyy finansovyy ushcherb. Poetomu dannaya rabota posvyashchena modelirovaniyu kvantiley vysokogo poryadka raspredeleniya godovykh agregirovannykh poter'. V kachestve instrumenta kolichestvennoy otsenki i modelirovaniya operatsionnogo riska ispol'zovana teoriya ekstremal'nykh znacheniy, v osnove kotoroy lezhit obobshchennoe raspredelenie Pareto. Rassmotren podkhod prevysheniya poroga operatsionnykh poter', uchityvayushchiy sootnoshenie mezhdu chastotoy i velichinoy bol'shikh poter' ot ustano


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Product Details
  • ISBN-13: 9783659405440
  • Publisher: Lap Lambert Academic Publishing
  • Publisher Imprint: LAP LAMBERT Academic Publishing
  • Height: 229 mm
  • No of Pages: 96
  • Series Title: Russian
  • Weight: 199 gr
  • ISBN-10: 3659405442
  • Publisher Date: 22 May 2013
  • Binding: Paperback
  • Language: Russian
  • Returnable: N
  • Spine Width: 6 mm
  • Width: 152 mm


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Razrabotka Modeli I Metoda Upravleniya Operatsionnymi Riskami V Banke
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Razrabotka Modeli I Metoda Upravleniya Operatsionnymi Riskami V Banke
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