Search Results - subject:"Minimal Capital Requirements"

Did you mean: subject:"minimum Capital Requirements" (25 results)

Data Scaling for Operational Risk Modelling

Na, H.S.; Couto Miranda, L.; van den Berg, van den Berg, J. - Erasmus Research Institute of Management (ERIM), … - 2006

the principles of calculating the value of the OR capital charge according the minimal capital requirements of the Basel …

Persistent link: https://www.econbiz.de/10010731326

Data Scaling for Operational Risk Modelling

Na, H.S.; Couto Miranda, L.; Berg, J. van den; Leipoldt, M. - Erasmus Research Institute of Management (ERIM), ERIM … - 2006

the principles of calculating the value of the OR capital charge according the minimal capital requirements of the Basel … the value of the OR capital charge according the minimal capital requirements of the Basel committee. Free Keywords … Operational Risk, Power Law Scaling, Loss Distribution, Value at Operational Risk, Minimal Capital Requirements Availability …

Persistent link: https://www.econbiz.de/10005288846