Modeling the yearly value-at-risk for operational risk in Chinese commercial banks (Q433617): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.matcom.2011.06.008 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2100422201 / rank | |||
Normal rank |
Revision as of 20:43, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Modeling the yearly value-at-risk for operational risk in Chinese commercial banks |
scientific article |
Statements
Modeling the yearly value-at-risk for operational risk in Chinese commercial banks (English)
0 references
5 July 2012
0 references
operational risk
0 references
loss distribution approach
0 references
multivariate \(t\) copula
0 references
Monte Carlo
0 references
mixture distribution
0 references
value-at-risk
0 references