Analyse des risques opérationnels par les réseaux bayésiens
Year of publication: |
2006
|
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Authors: | Condamin, Laurent ; Nai͏̈m, Patrick |
Published in: |
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations. - Paris : Assoc., ISSN 0987-3368, ZDB-ID 23878-8. - Vol. 84.2006, p. 121-146
|
Subject: | Bankrisiko | Bank risk | Risikomanagement | Risk management | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Frankreich | France | Basler Akkord | Basel Accord |
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