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: 91B38 / rank
 
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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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Revision as of 22:54, 27 June 2023

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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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