How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Xiaoqian Zhu, Yinghui Wang, Mingxi Liu and Jianping Li
| Year of publication: |
2023
|
|---|---|
| Authors: | Zhu, Xiaoqian ; Wang, Yinghui ; Liu, Mingxi ; Li, Jianping |
| Subject: | bank risk management | operational risk modeling | risk dependence | risk measurement | loss distribution approach (LDA) | Bankrisiko | Bank risk | Operationelles Risiko | Operational risk | Risikomanagement | Risk management | Risikomaß | Risk measure | Messung | Measurement | Theorie | Theory | Risiko | Risk | Basler Akkord | Basel Accord | Risikomodell | Risk model | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2023.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014490122