Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.cor.2010.10.001 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.COR.2010.10.001 / rank | |||
Normal rank | |||
Latest revision as of 09:09, 11 December 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
0 references
