How to back-test operational risk : an empirical basic analysis
Year of publication: |
2012
|
---|---|
Authors: | Feria-Dominguez, José Manuel ; Jimenez-Rodriguez, Enrique J. ; Rivera-Pérez, Paz |
Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 35.2012, p. 81-90
|
Subject: | Operationelles Risiko | Operational risk | Risikomaß | Risk measure |
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