Treatment of the data collection threshold in operational risk : a case study using the lognormal distribution
Alexander Cavallo; Benjamin Rosenthal; Xiao Wang; Jun Yan
| Year of publication: |
2012
|
|---|---|
| Authors: | Cavallo, Alexander ; Rosenthal, Benjamin ; Wang, Xiao ; Yan, Jun |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 7.2012, 1, p. 3-38
|
| Subject: | Bankrisiko | Bank risk | Verlust | Loss | Statistische Verteilung | Statistical distribution | Statistischer Test | Statistical test | Basler Akkord | Basel Accord | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| 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/10009539323