Estimation of maximum potential losses for digital banking transaction risks using the extreme value-at-risks method
Year of publication: |
2022
|
---|---|
Authors: | Saputra, Moch Panji Agung ; Chaerani, Diah |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 10.2022, 1, p. 1-18
|
Publisher: |
Basel : MDPI |
Subject: | digital banking | digital transaction system risks | risk management | maximum potential losses | EVaR method | portfolio approach |
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