A study on operational risk and credit portfolio risk estimation using data analytics
Rongda Chen, Ze Wang, Liu Yang, Chi To Ng and T.C.E. Cheng
| Year of publication: |
2022
|
|---|---|
| Authors: | Chen, Rongda ; Wang, Ze ; Yang, Liu ; Ng, C. T. ; Cheng, T. C. E. |
| Published in: |
Decision sciences. - Oxford : Wiley-Blackwell, ISSN 1540-5915, ZDB-ID 2066218-X. - Vol. 53.2022, 1, p. 84-123
|
| Subject: | Credit Portfolio Risk | Data Analytics | Decision Making | Operational Risk Management | Simulation | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/deci.12473 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013164973