CVaR measurement and operational risk management in commercial banks according to the peak value method of extreme value theory (Q462734)
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scientific article; zbMATH DE number 6359522
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| English | CVaR measurement and operational risk management in commercial banks according to the peak value method of extreme value theory |
scientific article; zbMATH DE number 6359522 |
Statements
CVaR measurement and operational risk management in commercial banks according to the peak value method of extreme value theory (English)
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21 October 2014
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peak value method of extreme value theory
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operational risks
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CVaR measurement model
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0.7912255525588989
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0.7611092329025269
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0.7608168125152588
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