Operational Risk : A Practitioner's View
Year of publication: |
2003-04-28
|
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Authors: | Ebnöther, Silvan ; Vanini, Paolo ; McNeil, Alexander ; Antolinez, Pierre |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Value at Risk | Extremwertstatistik | Extremum statistic | Operationelles Risiko |
Extent: | 14 p. application/pdf |
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Series: | Working Paper ; No. 52 (2003) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C19 - Econometric and Statistical Methods: General. Other ; C69 - Mathematical Methods and Programming. Other ; G18 - Government Policy and Regulation ; G21 - Banks; Other Depository Institutions; Mortgages ; Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; Basle-Town |
Source: | USB Cologne (business full texts) |
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