|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:||
|Pre-requisites:||-- Operations Management
-- Decision Models
|Start Semester:||Spring 2013|
|Credits Per Semester:||2.0|
|Faculty Member:||Mike Pinedo (firstname.lastname@example.org)|
|Contact:||Mike Pinedo (email@example.com)|