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[Elena Stanghellini <stanghel@stat.unipg.it>]

   Il seguente seminario avra' luogo
   Martedi' 1 giugno alle ore 9.00 presso il Dipartimento di
   Scienze Statistiche dell'Universita' di Perugia.
   Tutti gli interessati sono invitati ad intervenire.
  
   Measuring Operational Risk 
   
   A talk by Rodney Coleman 
   Department of Mathematics, Imperial College, London University 
   
   Summary 
   
   After recent major financial crises, risk managers are 
   seeking to measure and control non-market and non-credit 
   risks so as to assess the capital allocation needed to 
   protect against losses from them. 
   This talk concentrates on the fitting of a generalised 
   extreme value distribution to a fraud database and 
   estimating quantiles in its upper tail. 

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Elena Stanghellini 
Dipartimento di Scienze Statistiche
Via A. Pascoli - C.P. 1315 Succ. 1
06100 Perugia (Italy)

Tel +39 075 5855229 or 5855242
Fax +39 075 43242

email: stanghel@stat.unipg.it
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