The optimal operational risk capital requirement by applying the advanced measurement approach
Year of publication: |
2013
|
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Authors: | Lin, Tyrone T. ; Lee, Chia-chi ; Kuan, Yu-chuan |
Published in: |
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 1178875-6. - Vol. 21.2013, 1, p. 85-101
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Subject: | Basler Akkord | Basel Accord | Operationelles Risiko | Operational risk | Risikomanagement | Risk management | Bankrisiko | Bank risk | Messung | Measurement | Theorie | Theory |
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