A review of the state of the art in quantifying operational risk
Year of publication: |
December 2018
|
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Authors: | Benito, Sonia ; Martín, Carmen López |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 13.2018, 4, p. 89-129
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Subject: | operational risk | risk management | financial regulation | fat tails | extreme tail behavior | value-at-risk (VaR) | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Bankrisiko | Bank risk | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Basler Akkord | Basel Accord | Theorie | Theory |
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