Benchmarking operational risk stress testing models
Filippo Curti, Marco Migueis and Robert Stewart
| Year of publication: |
2020
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|---|---|
| Authors: | Curti, Filippo ; Migueis, Marco ; Stewart, Robert T. |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 15.2020, 2, p. 27-42
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| Subject: | operational risk | stress testing | benchmarking | model risk | model validation | Operationelles Risiko | Operational risk | Risikomanagement | Risk management | Benchmarking | Bankrisiko | Bank risk | Portfolio-Management | Portfolio selection | Stresstest | Stress test | Basler Akkord | Basel Accord | Bank | Theorie | Theory | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2020.239 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013177363