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  • Search: subject:"maximum potential losses"
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Year of publication
Subject
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EVaR method 2 digital banking 2 digital transaction system risks 2 maximum potential losses 2 portfolio approach 2 risk management 2 Bank risk 1 Bankrisiko 1 Digitalisierung 1 Digitization 1 Electronic Banking 1 Electronic banking 1 Portfolio selection 1 Portfolio-Management 1 Risikomanagement 1 Risikomaß 1 Risk management 1 Risk measure 1 Systemic risk 1 Systemrisiko 1 Theorie 1 Theory 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Chaerani, Diah 2 Saputra, Moch Panji Agung 2 Sukono 1
Published in...
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Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Estimation of maximum potential losses for digital banking transaction risks using the extreme value-at-risks method
Saputra, Moch Panji Agung; Chaerani, Diah - In: Risks 10 (2022) 1, pp. 1-18
maximum potential losses. The purpose of this study is to estimate the maximum potential losses for digital banking … to obtain a combination of risk values as maximum potential losses. The analysis results show that the maximum potential … loss is IDR144,357,528,750.94. The research results imply that the banks need to pay attention to the maximum potential …
Persistent link: https://www.econbiz.de/10013200901
Saved in:
Cover Image
Estimation of maximum potential losses for digital banking transaction risks using the extreme value-at-risks method
Saputra, Moch Panji Agung; Sukono; Chaerani, Diah - In: Risks : open access journal 10 (2022) 1, pp. 1-18
maximum potential losses. The purpose of this study is to estimate the maximum potential losses for digital banking … to obtain a combination of risk values as maximum potential losses. The analysis results show that the maximum potential … loss is IDR144,357,528,750.94. The research results imply that the banks need to pay attention to the maximum potential …
Persistent link: https://www.econbiz.de/10012805367
Saved in:
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