Operational Risk: Measurement and Modelling

Preface. Acknowledgements. INTRODUCTION TO OPERATIONAL RISK. Introduction to Operational Risk. Historical Losses Regulation MEASURING OPERATIONAL RISK A Measurement Framework for Operational Risk The Delta Methodology The EVT Methodology MODELLING OPERATIONAL RISK Delta-EVTTM Models for Operational Risk Causal Modelling Causal Models for Operational Risk MATHEMATICAL FOUNDATIONS Error Propagation Extreme Value Theory Bayesian Methods APPENDICES Glossary Bibliography Index.