A simple, transparent and rational weighting approach to combining different operational risk data sources
Alexis Renaudin and Matthew Grant
| Year of publication: |
2015
|
|---|---|
| Authors: | Renaudin, Alexis ; Grant, Matthew |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 10.2015, 2, p. 23-44
|
| Subject: | operational risk | mixing | loss-distribution approach | weighting | Anderson-Darling statistics | integration of external data | Operationelles Risiko | Operational risk | Theorie | Theory | Risikomanagement | Risk management | Bankrisiko | Bank risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011298866