| Research ID: | RS000051 |
| Research Title: | Decision Models with regard to Operational Risk |
| Description: | Simulation and regression analysis of operational risk events
in financial services. -- Considering monthly losses due to fraud in a credit card division of a major bank and doing goodness of fit tests of the Normal and other distributions. -- Considering operational losses due to human errors in a FX division and doing goodness of fit tests of Extreme Value Distributions. Establishing causality of losses and determining through (non) linear regression the relationships between such losses and the important factors. |
| Relevant Areas of Study: |
Operations Management Statistics |
| Pre-requisites: | -- Operations Management
-- Decision Models |
| Start Semester: | Spring 2013 |
| Credits Per Semester: | 2.0 |
| Faculty Member: | Mike Pinedo (mpinedo@stern.nyu.edu) |
| Contact: | Mike Pinedo (mpinedo@stern.nyu.edu) |
| Expired On: | 02-28-2013 |
Stern Program for Undergraduate Research
