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~isPartOf:"Weiss Center working papers"
~language:"eng"
~source:"econis"
~type_genre:"Working Paper"
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Financial product
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Finanzprodukt
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Measurement
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Messung
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Operational risk
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Operationelles Risiko
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Risikokapital
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Scenario analysis
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Bank risk
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Bankrisiko
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Change of Measure
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Internal Loss data Modeling
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Operational Risk Capital
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Babbel, David F.
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Dutta, Kabir K.
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Litan, Robert E.
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Weiss Center working papers
Working paper / National Bureau of Economic Research, Inc.
44
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Kiel advanced studies working papers : advanced studies in international economic policy research
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Questioni di economia e finanza
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AGDI working paper
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
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Discussion paper / The Pensions Institute, Cass Business School, City University
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Research paper series / Swiss Finance Institute
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A note on scenario analysis in the measurement of operational risk capital: a change of measure approach
Babbel, David F.
-
2010
Persistent link: https://www.econbiz.de/10010251459
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2
Scenario analysis in the measurement of operational risk capital : a change of measure approach
Dutta, Kabir K.
;
Babbel, David F.
-
2010
-
This version: September 24, 2010
Persistent link: https://www.econbiz.de/10010251475
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3
In defense of much, but not all, financial innovation
Litan, Robert E.
-
2010
Persistent link: https://www.econbiz.de/10010251479
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