Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
Gareth W. Peters, Pavel V. Shevchenko, Bertrand Hassani and Ariane Chapelle
| Year of publication: |
2016
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|---|---|
| Authors: | Peters, Gareth ; Shevchenko, Pavel V. ; Hassani, Bertrand ; Chapelle, Ariane |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 11.2016, 3, p. 1-49
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| Subject: | operational risk (OpRisk) | standardized measurement approach (SMA) | loss distribution approach (LDA) | advanced measurement approach (AMA) | Basel Committee for Banking Supervision (BCBS) regulations | Operationelles Risiko | Operational risk | Basler Akkord | Basel Accord | Messung | Measurement | Bankrisiko | Bank risk | Risikomanagement | Risk management | Bankenaufsicht | Banking supervision | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2016.177 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013177152