Estimation of operational value-at-risk in the presence of minimum collection threshold: An empirical study
Year of publication: |
2010
|
---|---|
Authors: | Chernobai, Anna ; Menn, Christian ; Rachev, Svetlozar T. ; Trück, Stefan |
Publisher: |
Karlsruhe : Karlsruher Institut für Technologie (KIT), Institut für Volkswirtschaftslehre (ECON) |
Subject: | Bankrisiko | Operationelles Risiko | Risikomaß | Schätzung | Internationale Bank | USA |
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