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~isPartOf:"Journal of banking & finance"
~person:"Paterlini, Sandra"
~subject:"Risikomanagement"
~type_genre:"Article in journal"
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Risikomanagement
Risikomaß
3
Risk measure
3
Bank risk
2
Bankrisiko
2
Basel Accord
2
Basler Akkord
2
Operational risk
2
Operationelles Risiko
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Risk management
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Dependence modeling
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Graph theory
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Paterlini, Sandra
Dias, Alexandra
3
Armstrong, John
2
Bernard, Carole
2
Breuer, Thomas
2
Brigo, Damiano
2
McNeil, Alexander J.
2
Puccetti, Giovanni
2
Weiß, Gregor
2
Abduraimova, Kumushoy
1
Alexander, S.
1
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1
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1
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Bostandzic, Denefa
1
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1
Brandtner, Mario
1
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1
Claußen, Arndt
1
Coleman, T. F.
1
Csiszár, Imre
1
Cui, Xuecan
1
Cui, Xueting
1
Czado, Claudia
1
Daníelsson, Jón
1
Di Lascio, F. Marta L.
1
Dionne, Georges
1
Du, Zaichao
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Erkan, Hafize G.
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Giudice Rodriguez, Marius del
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Journal of banking & finance
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ECONIS (ZBW)
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Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
2
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
Brechmann, Eike
;
Czado, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
40
(
2014
),
pp. 271-270
Persistent link: https://www.econbiz.de/10010402193
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