An efficient threshold choice for the computation of operational risk capital
Dominique Guégan; Bertrand K. Hassani; Cédric Naud
| Year of publication: |
2011
|
|---|---|
| Authors: | Guégan, Dominique ; Hassani, Bertrand K. ; Naud, Cédric |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 6.2011/12, 4, p. 3-19
|
| Subject: | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Basler Akkord | Basel Accord |
| Extent: | graph. Darst. |
|---|---|
| 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/10009422506