How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Year of publication: |
2023
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Authors: | Zhu, Xiaoqian ; Wang, Yinghui ; Liu, Mingxi ; Li, Jianping |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1755-2710, ZDB-ID 2254119-6. - Vol. 18.2023, 3, p. 1-29
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Subject: | bank risk management | operational risk modeling | risk dependence | risk measurement | loss distribution approach (LDA) | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Bankrisiko | Bank risk | Operationelles Risiko | Operational risk | Risikomodell | Risk model | Risikomaß | Risk measure | Messung | Measurement |
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