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: 91G50 / rank | |||
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Property / Mathematics Subject Classification ID: 91B38 / rank | |||
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Property / Mathematics Subject Classification ID: 91G40 / rank | |||
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Property / zbMATH DE Number: 6599392 / rank | |||
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advanced measurement approach | |||
Property / zbMATH Keywords: advanced measurement approach / rank | |||
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Basel II capital accord | |||
Property / zbMATH Keywords: Basel II capital accord / rank | |||
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capital requirement | |||
Property / zbMATH Keywords: capital requirement / rank | |||
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extreme value theory | |||
Property / zbMATH Keywords: extreme value theory / rank | |||
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operational risk | |||
Property / zbMATH Keywords: operational risk / rank | |||
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Revision as of 21:54, 27 June 2023
scientific article
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English | 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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