A pilot project for peer benchmarking of operational risk scenarios
Year of publication: |
2018
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Authors: | Condamin, Laurent ; Marie, Clémentine ; Naim, Patrick |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 11.2017/2018, 4, p. 381-392
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Subject: | Bayesian networks | Monte Carlo simulation | XOI methodology | benchmarking | operational risk scenarios | risk management | Benchmarking | Risikomanagement | Risk management | Operationelles Risiko | Operational risk | Monte-Carlo-Simulation | Bayes-Statistik | Bayesian inference | Szenariotechnik | Scenario analysis | Theorie | Theory |
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