The optimal operational risk capital requirement by applying the advanced measurement approach (Q300958): Difference between revisions

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Property / Mathematics Subject Classification ID: 91G50 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 91B38 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 91G40 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6599392 / rank
 
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advanced measurement approach
Property / zbMATH Keywords: advanced measurement approach / rank
 
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Property / zbMATH Keywords
 
Basel II capital accord
Property / zbMATH Keywords: Basel II capital accord / rank
 
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Property / zbMATH Keywords
 
capital requirement
Property / zbMATH Keywords: capital requirement / rank
 
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Property / zbMATH Keywords
 
extreme value theory
Property / zbMATH Keywords: extreme value theory / rank
 
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Property / zbMATH Keywords
 
operational risk
Property / zbMATH Keywords: operational risk / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s10100-011-0206-7 / rank
 
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Property / OpenAlex ID: W2064041299 / rank
 
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Property / cites work
 
Property / cites work: Assessing performance factors in the UK banking sector: a multicriteria methodology / rank
 
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Latest revision as of 06:42, 12 July 2024

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The optimal operational risk capital requirement by applying the advanced measurement approach
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    The optimal operational risk capital requirement by applying the advanced measurement approach (English)
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    29 June 2016
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    advanced measurement approach
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    Basel II capital accord
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    capital requirement
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    extreme value theory
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    operational risk
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