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The calculation of minimum regulatory capital using single-loss approximations
Degen, Matthias - In: The journal of operational risk 5 (2010/11) 4, pp. 3-17
Persistent link: https://www.econbiz.de/10009911457
Cover Image
The calculation of minimum regulatory capital using single-loss approximations
Degen, Matthias - In: The journal of operational risk 5 (2010/11) 4, pp. 3-17
Persistent link: https://www.econbiz.de/10008823253
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The limit of diversification: a lower bound on firm-wide operational risk capital
Balta, Emre; Degen, Matthias - In: The journal of operational risk 9 (2014/2015) 1, pp. 3-31
Persistent link: https://www.econbiz.de/10013262959