Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046): Difference between revisions

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Revision as of 19:33, 19 March 2024

scientific article
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English
Robust quantification of the exposure to operational risk: bringing economic sense to economic capital
scientific article

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    Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (English)
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    15 November 2012
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    operational risk
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    simulation
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    risk measures
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    stability
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    robustness
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