Case�?�Quantifying Operational Risk in Financial Institutions

INFORMS Transactions on Education

Brian Keller¹  Güzin Bayraksan¹ 

关键词: risk modeling;    teaching statistics;    maximum likelihood estimation;    teaching simulation;   

DOI  :  10.1287/ited.1110.0075cs

学科分类：社会科学、人文和艺术（综合）

来源: INFORMS

【 摘 要 】

Risk management is essential in today`s business environment for banks and other financial institutions to survive in highly competitive and volatile market environments. As the nexus of financial institutions grows ever more complex, sound risk management practices, or the lack thereof, affect more than just the individual institution. The subprime mortgage debacle in 2008 has clearly demonstrated this fact.

【 授权许可】

Unknown