An operational risk capital model based on the loss distribution approach
Ruben D. Cohen
| Year of publication: |
June 2018
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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. 13.2018, 2, p. 59-81
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| Subject: | operational risk | capital model | standardised measurement approach (SMA) | advanced measurement approach (AMA) | loss distribution approach (LDA) | method of dimensional analysis and similitude | Operationelles Risiko | Operational risk | Risikomanagement | Risk management | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Theorie | Theory | Messung | Measurement | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2018.207 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011895047