An alternative to SMA : using through the cycle loss data to propose an "hourglass" solution
Michael Grimwade
| Year of publication: |
2018
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|---|---|
| Authors: | Grimwade, Michael |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 11.2017/2018, 4, p. 361-380
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| Subject: | Basel III | Standardised Measurement Approach | financial crisis | modelling techniques | operational risk management | real option theory | Basler Akkord | Basel Accord | Operationelles Risiko | Operational risk | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Realoptionsansatz | Real options analysis | Theorie | Theory | Bankrisiko | Bank risk | Risikomaß | Risk measure |
| 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/10011980280