An assessment of operational loss data and its implications for risk capital modeling
Ruben D. Cohen
| Year of publication: |
2016
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|---|---|
| Authors: | Cohen, Ruben D. |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 11.2016, 3, p. 71-95
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| Subject: | operational risk capital | dimensional analysis | scale invariant | tail parameter | standardized measurement approach | advanced measurement approach | Operationelles Risiko | Operational risk | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Messung | Measurement | Risikomanagement | Risk management | Risikomaß | Risk measure | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2016.178 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013177162