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How to back-test operational risk: an empirical basic analysis
Feria-Dominguez, Jose Manuel
;
Jimenez-Rodriguez, Enrique J.
- In:
Journal of Financial Transformation
35
(
2012
),
pp. 81-90
Internal
Operational
Losses
Database
(IOLD) provided by a medium-sized Spanish savings bank. For this purpose, we calculate …
Persistent link: https://www.econbiz.de/10010991645
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