Modeling the yearly value-at-risk for operational risk in Chinese commercial banks (Q433617): Difference between revisions

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Latest revision as of 11:13, 5 July 2024

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Modeling the yearly value-at-risk for operational risk in Chinese commercial banks
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    Modeling the yearly value-at-risk for operational risk in Chinese commercial banks (English)
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    5 July 2012
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    operational risk
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    loss distribution approach
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    multivariate \(t\) copula
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    Monte Carlo
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    mixture distribution
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    value-at-risk
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