Should the advanced measurement approach for operational risk be discarded? : evidence from the Chinese banking industry
Year of publication: |
2019
|
---|---|
Authors: | Zhu, Xiaoqian ; Li, Jianping ; Wu, Dengsheng |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 22.2019, 1, p. 1950007-1-1950007-15
|
Subject: | Bank risk management | operational risk modeling | risk measurement | standardized measurement approach | advanced measurement app | Bankrisiko | Bank risk | Operationelles Risiko | Operational risk | Risikomanagement | Risk management | Messung | Measurement | Basler Akkord | Basel Accord | China | Bank |
-
Zhu, Xiaoqian, (2023)
-
An assessment of operational loss data and its implications for risk capital modeling
Cohen, Ruben D., (2016)
-
Operational risk measurement : a loss distribution approach with segmented dependence
Zhu, Xiaoqian, (2019)
- More ...
-
On the aggregation of credit, market and operational risks
Li, Jianping, (2015)
-
Zhu, Xiaoqian, (2015)
-
Financial statements based bank risk aggregation
Li, Jianping, (2018)
- More ...