Operational risk measurement beyond the loss distribution approach : an exposure-based methodology
Michael Einemann, Joerg Fritscher and Michael Kalkbrener
| Year of publication: |
June 2018
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|---|---|
| Authors: | Einemann, Michael ; Fritscher, Joerg ; Kalkbrener, Michael |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 13.2018, 2, p. 1-33
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| Subject: | operational risk | loss distribution approach (LDA) | exposure | factor model | litigation risk | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Risikomanagement | Risk management | Bankrisiko | Bank risk | Verlust | Loss | Kreditrisiko | Credit risk | Messung | Measurement | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2018.208 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011895031