Chernobai, Rachev, Fabozzi:

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Table Of Contents

Chapter 1: Operational Risk Is Not Just ‘‘Other’’ Risks.

  • Lectures (requires Adobe Acrobat Reader)

Chapter 2: Operational Risk: Definition, Classification, and Its Place among Other Risks.

  • Lectures (requires Adobe Acrobat Reader)

Chapter 3: Basel II Capital Accord.

  • Lectures (requires Adobe Acrobat Reader)

Chapter 4: Key Challenges in Modeling Operational Risk.

  • Lectures (requires Adobe Acrobat Reader)

Chapter 5: Frequency Distributions.

  • Lectures (requires Adobe Acrobat Reader)

Chapter 6: Loss Distributions.

  • Lectures (requires Adobe Acrobat Reader)

Chapter 7: Alpha-Stable Distributions.

  • Lectures (requires Adobe Acrobat Reader)

Chapter 8: Extreme Value Theory.

  • Lectures (requires Adobe Acrobat Reader)

Chapter 9: Truncated Distributions.

  • Lectures (requires Adobe Acrobat Reader)

Chapter 10: Testing for the Goodness of Fit.

  • Lectures (requires Adobe Acrobat Reader)

Chapter 11: Value-at-Risk.

  • Lectures (requires Adobe Acrobat Reader)

Chapter 12: Robust Modeling.

  • Lectures (requires Adobe Acrobat Reader)

Chapter 13: Modeling Dependence.

  • Lectures (requires Adobe Acrobat Reader)

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