An assessment of operational loss data and its implications for risk capital modeling
Year of publication: |
2016
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Authors: | Cohen, Ruben D. |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 11.2016, 3, p. 71-95
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Subject: | operational risk capital | dimensional analysis | scale invariant | tail parameter | standardized measurement approach | advanced measurement approach | Operationelles Risiko | Operational risk | Messung | Measurement | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Finanzdienstleistung | Financial services | Theorie | Theory | Bankrisiko | Bank risk | Risikomaß | Risk measure | Verlust | Loss |
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