Incremental value-at-risk
Peter Mitic, James Cooper and Nicholas Bloxham
| Year of publication: |
2020
|
|---|---|
| Authors: | Mitic, Peter ; Cooper, James ; Bloxham, Nicholas |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 14.2020, 1, p. 65-101
|
| Subject: | Rao distribution | central limit theorem | operational risk | value-at-risk (VaR) | capital value | Risikomaß | Risk measure | Theorie | Theory | Operationelles Risiko | Operational risk | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2020.216 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014335925