Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046): 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.cor.2010.10.001 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W138391645 / rank | |||
Normal rank | |||
Revision as of 18:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust quantification of the exposure to operational risk: bringing economic sense to economic capital |
scientific article |
Statements
Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (English)
0 references
15 November 2012
0 references
operational risk
0 references
simulation
0 references
risk measures
0 references
stability
0 references
robustness
0 references
