Measurement and quantification of operational risk an application of corvaritate-VaR
Year of publication: |
2011
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Authors: | Rao, D. Tripati ; Ghosh, Prodipta |
Published in: |
Metamorphosis : a journal of management research. - Lucknow : [Verlag nicht ermittelbar], ISSN 0972-6225, ZDB-ID 2434108-3. - Vol. 10.2011, 2, p. 70-81
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Subject: | Operational Risk Measurement | Extreme Value Theory and Covariate-VaR | Finanzdienstleistung | Financial services | Operationelles Risiko | Operational risk | Risikomanagement | Risk management | Bankrisiko | Bank risk | Risikomaß | Risk measure | Messung | Measurement | Ausreißer | Outliers | Theorie | Theory |
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