The optimal operational risk capital requirement by applying the advanced measurement approach (Q300958)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The optimal operational risk capital requirement by applying the advanced measurement approach
scientific article

    Statements

    The optimal operational risk capital requirement by applying the advanced measurement approach (English)
    0 references
    0 references
    0 references
    0 references
    29 June 2016
    0 references
    advanced measurement approach
    0 references
    Basel II capital accord
    0 references
    capital requirement
    0 references
    extreme value theory
    0 references
    operational risk
    0 references

    Identifiers