Cyclicality in catastrophic and operational risk measurements
Year of publication: |
2007
|
---|---|
Authors: | Allen, Linda ; Bali, Turan G. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 4, p. 1191-1235
|
Subject: | Risikomodell | Risk model | Risikomaß | Risk measure | Bankrisiko | Bank risk | Theorie | Theory |
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