The limit of diversification: a lower bound on firm-wide operational risk capital
Emre Balta and Matthias Degen
| Year of publication: |
2014
|
|---|---|
| Authors: | Balta, Emre ; Degen, Matthias |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 9.2014/2015, 1, p. 3-31
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| Subject: | Capital requirements | Diversification | Economic capital | Operational risk capital | Risk management | Original research | Risikomanagement | Operationelles Risiko | Operational risk | Bankrisiko | Bank risk | Basler Akkord | Basel Accord | Diversifikation | Risikomaß | Risk measure | Kapitalbedarf | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013262959