Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046)
From MaRDI portal
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
