Modeling operational risk incorporating reputation risk : an integrated analysis for financial firms
Year of publication: |
January 2017
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Authors: | Eckert, Christian ; Gatzert, Nadine |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 72.2017, p. 122-137
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Subject: | Operational risk | Reputation risk | Solvency II | Basel III | Loss distribution approach | Value at risk | Operationelles Risiko | Risikomanagement | Risk management | Risikomaß | Risk measure | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Firmenimage | Corporate reputation | Theorie | Theory | Reputation | Risiko | Risk | Verlust | Loss |
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