Operational risk measurement : a loss distribution approach with segmented dependence
Xiaoqian Zhu, Yinghui Wang and Jianping Li
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhu, Xiaoqian ; Wang, Yinghui ; Li, Jianping |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 14.2019, 1, p. 25-44
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| Subject: | operational risk | loss distribution approach (LDA) | segmented dependence | bank risk | risk measurement | Bankrisiko | Bank risk | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Risikomanagement | Risk management | Messung | Measurement | Basler Akkord | Basel Accord | Verlust | Loss | Kreditrisiko | Credit risk | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2019.220 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012052383