A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS (Q5305102): Difference between revisions
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| Property / author: Jian-ping Li / rank | |||
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| Property / cites work: The Quantitative Modeling of Operational Risk: Between G-and-H and EVT / rank | |||
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| Property / cites work: DOES THE APPLICATION OF INNOVATIVE INTERNAL MODELS DIMINISH REGULATORY CAPITAL? / rank | |||
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| Property / cites work: Coherent Measures of Risk / rank | |||
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| Property / full work available at URL: https://doi.org/10.1142/s0219622009003727 / rank | |||
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| Property / OpenAlex ID: W2083028768 / rank | |||
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Latest revision as of 11:47, 30 July 2024
scientific article; zbMATH DE number 5684701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS |
scientific article; zbMATH DE number 5684701 |
Statements
A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS (English)
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19 March 2010
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operational risk
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LDA
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frequency distribution
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piecewise-defined severity distribution
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Monte Carlo simulation
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