Full Product Details
Author: Claudio Franzetti (SERV, Zurich, Switzerland)
Publisher: Taylor & Francis Ltd
Imprint: CRC Press
Weight: 0.770kg
ISBN: 9781138116511
ISBN 10: 1138116513
Pages: 416
Publication Date: 07 June 2017
Audience:
College/higher education
,
General/trade
,
Tertiary & Higher Education
,
General
Format: Paperback
Publisher's Status: Active
Availability: In Print
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Reviews
This book outlines a complete and detailed description of one specific approach to modeling operational risk in accordance with Basel 2. However, the approach could easily be applied in the wider financial services sector. The author also offers some prototypical software to take you through the book’s example. … This book would be most useful for new entrants into the risk management arena, particularly in banking but also in financial services generally. For those thinking about operational risk for the first time, it would give some useful background and theory. For the more experienced in the operational risk field, it would serve better as a reference document. —Andrew Couper, Annals of Actuarial Science, Vol. 5, 2011 In this book, Claudio Franzetti deals with operational risks such as those recently brought into focus through the financial crisis (especially in the banking industry) … [He] handles the subject almost entirely without mathematical proofs and theorems and finds simple explanations for complicated relationships. In addition, the rich literature list stimulates further reading. —Absolut report, February 2011
This book outlines a complete and detailed description of one specific approach to modeling operational risk in accordance with Basel 2. However, the approach could easily be applied in the wider financial services sector. The author also offers some prototypical software to take you through the book's example. ... This book would be most useful for new entrants into the risk management arena, particularly in banking but also in financial services generally. For those thinking about operational risk for the first time, it would give some useful background and theory. For the more experienced in the operational risk field, it would serve better as a reference document.-Andrew Couper, Annals of Actuarial Science, Vol. 5, 2011 In this book, Claudio Franzetti deals with operational risks such as those recently brought into focus through the financial crisis (especially in the banking industry) ... [He] handles the subject almost entirely without mathematical proofs and theorems and finds simple explanations for complicated relationships. In addition, the rich literature list stimulates further reading.-Absolut report, February 2011
Author Information
Claudio Franzetti is the chief risk officer of Swiss Export Risk Insurance (SERV) in Zurich and president of Garrulus Enterprise Ltd. He has previously worked at Aon Resolution AG, Deutsche Bank, Swiss Re, and Iris AG.
