Combining scenario analysis with loss data in operational risk quantification
Year of publication: |
2012
|
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Authors: | Cope, Eric W. |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 7.2012, 1, p. 39-56
|
Subject: | Bankrisiko | Bank risk | Operationelles Risiko | Operational risk | Verlust | Loss | Szenariotechnik | Scenario analysis |
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