A theoretical framework for incorporating scenarios into operational risk modeling
Bakhodir A. Ergashev
| Year of publication: |
2012
|
|---|---|
| Authors: | Ergashev, Bakhodir A. |
| Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 41.2012, 3, p. 145-151
|
| Subject: | Operational risk | Scenario analysis | Constrained estimation | The Markov chain Monte Carlo method (MCMC) | Stochastic dominance | Markov-Kette | Markov chain | Operationelles Risiko | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Szenariotechnik | Risikomanagement | Risk management | Bankrisiko | Bank risk | Statistische Verteilung | Statistical distribution |
| 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://ebvufind01.dmz1.zbw.eu/10009631317