A test of the inherent predictiveness of the RU, a new metric to express all forms of operational risk in banks
Year of publication: |
2021
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Authors: | Hughes, Peter ; Marzouk, Mahmoud |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 14.2020/2021, 2, p. 173-194
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Subject: | operational risk | risk accounting | risk quantification | expected loss | unexpected loss | Operationelles Risiko | Operational risk | Risikomanagement | Risk management | Bankrisiko | Bank risk | Risiko | Risk | Verlust | Loss | Basler Akkord | Basel Accord | Kreditrisiko | Credit risk | Bank | Risikomaß | Risk measure |
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