Practice oriented and Monte Carlo based estimation of the value-at-risk for operational risk measurement
Year of publication: |
2019
|
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Authors: | Greselin, Francesca ; Piacenza, Fabio ; Zitikis, Ričardas |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 2/50, p. 1-20
|
Subject: | advanced measurement approach | confidence interval | Monte Carlo | operational risk | value-at-risk | Monte-Carlo-Simulation | Monte Carlo simulation | Finanzdienstleistung | Financial services | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Risikomanagement | Risk management |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7020050 [DOI] hdl:10419/257888 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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