A review of the state of the art in quantifying operational risk
Sonia Benito and Carmen López Martín
| Year of publication: |
December 2018
|
|---|---|
| Authors: | Benito, Sonia ; Martín, Carmen López |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 13.2018, 4, p. 89-129
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| Subject: | operational risk | risk management | financial regulation | fat tails | extreme tail behavior | value-at-risk (VaR) | Risikomanagement | Risk management | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2018.214 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011976061