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

From MaRDI portal
Revision as of 09:09, 11 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





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

    Identifiers