Using a time series approach to correct serial correlation in operational risk capital calculation
Year of publication: |
2013
|
---|---|
Authors: | Guégan, Dominique ; Hassani, Bertrand K. |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 8.2013, 3, p. 31-56
|
Subject: | Verlust | Loss | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Zeitreihenanalyse | Time series analysis | Basler Akkord | Basel Accord | Bank | Versicherung | Insurance | 2004-2011 |
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