Using BS-PSD-LDA approach to measure operational risk of Chinese commercial banks
Zongrun Wang; Wuchao Wang; Xiaohong Chen; Yanbo Jin; Yanju Zhou
| Year of publication: |
2012
|
|---|---|
| Authors: | Wang, Zongrun ; Wang, Wuchao ; Chen, Xiaohong ; Jin, Yanbo ; Zhou, Yanju |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 6, p. 2095-2103
|
| Subject: | Operational risk | Bootstrap sampling | Basel II | Lognormal distribution | Generalized Pareto distribution | Operationelles Risiko | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Statistische Verteilung | Statistical distribution | Risikomanagement | Risk management | China | Bank | Bootstrap-Verfahren | Bootstrap approach | Stichprobenerhebung | Sampling | Messung | Measurement |
| 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/10009673862