Application of the convolution operator for scenario integration with loss data in operational risk modeling
Pavan Aroda, Aziz Guergachi and Huaxiong Huang
| Year of publication: |
December 2015
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|---|---|
| Authors: | Aroda, Pavan ; Guergachi, Aziz ; Huang, Huaxiong |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 10.2015, 4, p. 23-44
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| Subject: | operational risk | advanced measurement approach | Basel II | scenario analysis | convolution | Operationelles Risiko | Operational risk | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Szenariotechnik | Scenario analysis | Risikomanagement | Risk management | Verlust | Loss |
| 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/10011442585