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Operational Risk Control with Basel II
book

Operational Risk Control with Basel II

by Dimitris N. Chorafas
November 2003
Intermediate to advanced content levelIntermediate to advanced
400 pages
12h 48m
English
Butterworth-Heinemann
Content preview from Operational Risk Control with Basel II
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198 Operational Risk Control
A method for extreme value identification in connection to genetic algorithms is hill
climbing, a term from John von Neumann’s automata theory. Considering process
values that progress in a continuous line, the genetic algorithm approach addresses
functions that fluctuate, such as:
Stock market values
Credit rating systems
Guaranteed fund approaches
Risk and return with derivatives
Operational risk controls.
When the value taken on by the population moves a little up or down, we talk of
creeping. A rigorous optimization study will go ...
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Publisher Resources

ISBN: 9780750659093