Using a time series approach to correct serial correlation in operational risk capital calculation
Dominique Guégan; Bertrand K. Hassani
| 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 |
| 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/10010248377