A checklist-based weighted fuzzy severity approach for calculating operational risk exposure on foreign exchange trades under the Basel II regime
V. Sree Hari Rao (Institute for Development and Research in Banking Technologies, Castle Hills, Masab Tank, Hyderabad, India and Foundation for Scientific Research and Technological Innovation, Vadrevu Nilayam, Hyderabad, India), K. V. N. M. Ramesh (HCL Technologies Ltd, Electronic City, Bangalore, India)
| Year of publication: |
2014
|
|---|---|
| Authors: | Rao, V. Sree Hari ; Ramesh, K. V. N. M. |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 9.2014, 4, p. 105-124
|
| Subject: | Bankrisiko | Bank risk | Operationelles Risiko | Operational risk | Währungsrisiko | Exchange rate risk | Risikomanagement | Risk management | Fuzzy-Set-Theorie | Fuzzy sets |
| 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/10011471064