Modeling operational risk incorporating reputation risk: an integrated analysis for financial firms (Q506079)
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scientific article; zbMATH DE number 6679040
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modeling operational risk incorporating reputation risk: an integrated analysis for financial firms |
scientific article; zbMATH DE number 6679040 |
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Modeling operational risk incorporating reputation risk: an integrated analysis for financial firms (English)
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31 January 2017
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operational risk
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reputation risk
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Solvency II
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Basel III
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loss distribution approach
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value at risk
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0.7444919943809509
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0.711595356464386
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0.7103269696235657
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0.699785590171814
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0.699159562587738
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