Correlation and diversification effects in operational risk modelling
Year of publication: |
2005
|
---|---|
Authors: | Frachot, Antoine ; Roncalli, Thierry ; Salomon, Eric |
Published in: |
Operational risk : practical approaches to implementation. - London : Risk Books, ISBN 1-904339-46-8. - 2005, p. 23-37
|
Subject: | Risikomodell | Risk model | Risikomanagement | Risk management | Operationelles Risiko | Operational risk | Korrelation | Correlation | Risikomaß | Risk measure |
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