A Note on Scenario Analysis in the Measurement of Operational Risk Capital : A Change of Measure Approach
Year of publication: |
2010
|
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Authors: | Babbel, David F. |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Szenariotechnik | Scenario analysis | Messung | Measurement | Operationelles Risiko | Operational risk | Finanzprodukt | Financial product | Risikokapital | Venture capital |
Extent: | 1 Online-Ressource (10 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 24, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1683500 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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Babbel, David F., (2010)
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