Practices and issues in operational risk modeling under Basel II (Q647154)

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Practices and issues in operational risk modeling under Basel II
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    title
    Practices and issues in operational risk modeling under Basel II (English)
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    author
    Paul Embrechts
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    Marius Hofert
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    publication date
    1 December 2011
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    Mathematics Subject Classification ID
    91G40
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    91G80
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    62P05
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    zbMATH DE Number
    5983381
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    zbMATH Keywords
    operational risk modeling
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    Basel II
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    practices and issues
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    OpenAlex ID
    W2062834366
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