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Search: subject:"Advanced Measurement Approach"
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Basler Akkord
21
Basel Accord
20
Operational risk
20
Bank risk
19
Bankrisiko
19
Operationelles Risiko
19
Risikomanagement
19
Risk management
19
operational risk
14
advanced measurement approach
13
Measurement
12
Messung
12
advanced measurement approach (AMA)
10
Kreditrisiko
7
Statistical distribution
7
Statistische Verteilung
7
Theorie
7
Theory
7
Credit risk
6
Risikomaß
6
Risk measure
6
loss distribution approach (LDA)
6
operational risk management
6
standardized measurement approach (SMA)
5
Scenario analysis
4
Advanced Measurement Approach
3
EVT
3
Estimation theory
3
Loss
3
RAROC
3
Schätztheorie
3
Szenariotechnik
3
Verlust
3
basel II
3
copulae
3
external data
3
Advanced measurement approach (AMA)
2
Algorithm
2
Algorithmus
2
Bankenaufsicht
2
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Undetermined
14
Free
10
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Article
24
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5
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Article in journal
20
Aufsatz in Zeitschrift
20
Working Paper
2
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Article
1
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English
26
Undetermined
3
Author
All
Chapelle, Ariane
4
Piacenza, Fabio
4
Cohen, Ruben D.
3
Crama, Yves
3
Badescu, Andrei L.
2
Greselin, Francesca
2
Hubner, Georges
2
Lin, X. Sheldon
2
Peters, Jean-Philippe
2
Zitikis, Ričardas
2
ANGHELACHE, Gabriela
1
Alina-Nicoleta, Radu
1
Ana-Cornelia, Olteanu
1
Anghelache, Gabriela Victoria
1
Aroda, Pavan
1
Bakker, Arjan
1
Belloni, Claudia
1
BÃLAN, Cristian
1
Chaudhary, Dinesh
1
Colombo, Andrea
1
Cope, Eric
1
Danesi, Ivan Luciano
1
Fung, Tsz Chai
1
Gabriela-Victoria, Anghelache
1
Gong, Lan
1
Guergachi, Aziz
1
Hadley, Daniel
1
Hassani, Bertrand
1
Hinchliffe, Jimi
1
Huang, Huaxiong
1
Hübner, Georges
1
Joe, Harry
1
Lazzarini, Alessandro
1
McCormack, Peter
1
Meunier, Philippe
1
Mignola, Giulio
1
Mitra, Sovan
1
Mongelluzzo, Silvia
1
Mora-Valencia, Andrés
1
Nolde, Natalia
1
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Facultatea de Cibernetica, Statistica şi Informatica Economica, Academia de Studii Economice din Bucureşti
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Published in...
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The journal of operational risk
16
Annales Universitatis Apulensis Series Oeconomica
1
European Research Studies Journal
1
Intelligent systems in accounting finance and management : international journal
1
Journal of risk management in financial institutions
1
MPRA Paper
1
NBB Working Paper
1
Ovidius University Annals, Economic Sciences Series
1
Proceedings of the 4th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 6-7 2009
1
Risks
1
Risks : open access journal
1
Scandinavian actuarial journal
1
Working Paper Research
1
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ECONIS (ZBW)
21
RePEc
6
EconStor
2
Showing
21
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29
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29
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21
Truncated lognormals as a power-law mimic in operational risk
Torresetti, Roberto
;
Nordio, Claudio
- In:
The journal of operational risk
10
(
2015/2016
)
3
,
pp. 21-41
Persistent link: https://www.econbiz.de/10013262990
Saved in:
22
A weighted likelihood estimator for operational risk data : improving the accuracy of capital estimates by robustifying maximum likelihood estimates
Colombo, Andrea
;
Lazzarini, Alessandro
;
Mongelluzzo, Silvia
- In:
The journal of operational risk
10
(
2015/2016
)
3
,
pp. 47-108
Persistent link: https://www.econbiz.de/10013262995
Saved in:
23
Application of the convolution operator for scenario integration with loss data in operational risk modeling
Aroda, Pavan
;
Guergachi, Aziz
;
Huang, Huaxiong
- In:
The journal of operational risk
10
(
2015
)
4
,
pp. 23-44
Persistent link: https://www.econbiz.de/10011442585
Saved in:
24
Modeling correlated frequencies with application in operational risk management
Badescu, Andrei L.
;
Gong, Lan
;
Lin, X. Sheldon
;
Tang, Dameng
- In:
The journal of operational risk
10
(
2015
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011298878
Saved in:
25
Managing operationl risk : moving towards the
advanced
measurement
approach
McCormack, Peter
;
Sheen, Andrew
;
Umande, Philip
- In:
Journal of risk management in financial institutions
7
(
2014
)
3
,
pp. 239-256
Persistent link: https://www.econbiz.de/10010413331
Saved in:
26
Scenario generation for operational risk
Mitra, Sovan
- In:
Intelligent systems in accounting finance and …
20
(
2013
)
3
,
pp. 163-187
Persistent link: https://www.econbiz.de/10010196986
Saved in:
27
Basel II and Operational Risk: Implications for risk measurement and management in the financial sector
Chapelle, Ariane
;
Crama, Yves
;
Hubner, Georges
;
Peters, …
-
2004
This paper proposes a methodology to analyze the implications of the
Advanced
Measurement
Approach
(AMA) for the …
Persistent link: https://www.econbiz.de/10011506573
Saved in:
28
Basel II and Operational Risk: Implications for risk measurement and management in the financial sector
Chapelle, Ariane
;
Crama, Yves
;
Hubner, Georges
; …
-
Nationale Bank van België/Banque national de Belqique (BNB)
-
2004
This paper proposes a methodology to analyze the implications of the
Advanced
Measurement
Approach
(AMA) for the …
Persistent link: https://www.econbiz.de/10005060030
Saved in:
29
Basel II and operational risk : implications for risk measurement and management in the financial sector
Chapelle, Ariane
;
Crama, Yves
;
Hübner, Georges
; …
-
2004
This paper proposes a methodology to analyze the implications of the
Advanced
Measurement
Approach
(AMA) for the …
Persistent link: https://www.econbiz.de/10011626236
Saved in:
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