Qualification of operational risk : statistical insights on coherent risk measures
Dany Ng Cheong Vee, Preethee Gonpot and T.V. Ramanathan
| Year of publication: |
2019
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|---|---|
| Authors: | Vee, Dany Ng Cheong ; Gonpot, Preethee Nunkoo ; Ramanathan, T. V. |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 14.2019, 2, p. 39-59
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| Subject: | operational risk | coherent risk measures | extreme value theory (EVT) | loss distribution | value-at-risk (VaR) | modified expected shortfall (MES) | Risikomaß | Risk measure | Operationelles Risiko | Operational risk | Risikomanagement | Risk management | Risiko | Risk | Theorie | Theory | Bankrisiko | Bank risk | Ausreißer | Outliers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOS.2019.225 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012052410