Operational risk capital charges (Basel II) : factoring in external loss data to the internal datasets
Year of publication: |
2015
|
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Authors: | Prorokowski, Lukasz |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 16.2015, 5, p. 519-535
|
Subject: | Banking | Basel II | Basel IV | Consortium data | Loss data | Operational risk | Basler Akkord | Basel Accord | Operationelles Risiko | Bankrisiko | Bank risk | Verlust | Loss | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Welt | World |
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