Estimation of operational value-at-risk in the presence of minimum collection threshold : an empirical study
Year of publication: |
2010
|
---|---|
Authors: | Chernobai, Anna S. ; Menn, Christian ; Račev, Svetlozar T. ; Trück, Stefan |
Publisher: |
Karlsruhe : KIT [u.a.] |
Subject: | Bankrisiko | Bank risk | Operationelles Risiko | Operational risk | Risikomaß | Risk measure | Schätzung | Estimation | Internationale Bank | International bank | USA | United States |
Extent: | Online-Ressource |
---|---|
Series: | Working paper series in economics. - Karlsruhe : [Verlag nicht ermittelbar], ISSN 2190-9806, ZDB-ID 2573087-3. - Vol. 4 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
ISSN: | 2190-9806 |
Other identifiers: | hdl:10419/40247 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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