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Advanced Measurement Approaches 1 Basic Indicator Approach 1 Bayesian Copulas 1 Bayesian Marginals 1 Copula 1 Expected Shortfall 1 Loss Distribution Approach 1 Operational Risk 1 Poisson Shock Model 1 Standardized Approach 1 Value at Risk 1
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Fantazzini, Dean 1
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Applied Econometrics 1
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Did you mean: subject:"stock Model" (1,283 results)
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Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk
Fantazzini, Dean - In: Applied Econometrics 11 (2008) 3, pp. 87-122
We continue publishing the four-part consultation of professor of Moscow School of Economics of Lomonosov MSU Dean Fantazzini. The first part, that appeared in 2 (10), 2008 of the journal, dealt with the introduction to the problem (section one: basic concepts and types of financial risks,...
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