Modeling the yearly value-at-risk for operational risk in Chinese commercial banks (Q433617): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91B30 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62P05 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62F40 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62G32 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62H20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65C05 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6053447 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
operational risk | |||
Property / zbMATH Keywords: operational risk / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
loss distribution approach | |||
Property / zbMATH Keywords: loss distribution approach / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
multivariate \(t\) copula | |||
Property / zbMATH Keywords: multivariate \(t\) copula / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Monte Carlo | |||
Property / zbMATH Keywords: Monte Carlo / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
mixture distribution | |||
Property / zbMATH Keywords: mixture distribution / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
value-at-risk | |||
Property / zbMATH Keywords: value-at-risk / rank | |||
Normal rank |
Revision as of 00:27, 30 June 2023
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