Model selection for operational risk
Year of publication: |
2003
|
---|---|
Authors: | Crouhy, Michel ; Galai, Dan ; Mark, Robert |
Published in: |
Advances in operational risk : firm-wide issues for financial institutions. - London : Risk Books, ISBN 1-904339-16-6. - 2003, p. 145-177
|
Subject: | Operationelles Risiko | Operational risk | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Modellierung | Scientific modelling | Risikomanagement | Risk management |
-
Operational risk : measurement and modelling
King, Jack L., (2001)
-
Operational risk measurement : a loss distribution approach with segmented dependence
Zhu, Xiaoqian, (2019)
-
Machine learning for categorization of operational risk events using textual description
Pakhchanyan, Suren, (2022)
- More ...
-
A comparative analysis of current credit risk models
Crouhy, Michel, (2000)
-
Crouhy, Michel, (2000)
-
Crouhy, Michel, (2001)
- More ...