Modeling the operational risk in Iranian commercial banks : case study of a private bank
Year of publication: |
2012
|
---|---|
Authors: | Momen, Omid ; Kimiagari, Alimohammad ; Noorbakhsh, Eaman |
Published in: |
Journal of industrial engineering international. - Heidelberg : SpringerOpen, ISSN 2251-712X, ZDB-ID 2664907-X. - Vol. 8.2012, p. 1-10
|
Subject: | Operational risk | Copula | Loss distribution approach | Bank | Finanzdienstleistung | Financial services | Operationelles Risiko | Risikomanagement | Risk management | Bankrisiko | Bank risk | Verlust | Loss |
Extent: | Ill., graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/2251-712X-8-15 [DOI] hdl:10419/147181 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The information value of past losses in operational risk
Curti, Filippo, (2022)
-
The determinants of reputational risk in the banking sector
Fiordelisi, Franco, (2013)
-
Rational losses and operational risk in banking
Fiordelisi, Franco, (2014)
- More ...
-
Modeling the operational risk in Iranian commercial banks: Case study of a private bank
Momen, Omid, (2012)
-
Portfolio selection with robust estimators considering behavioral biases in a causal network
Momen, Omid, (2019)
-
Momen, Omid, (2019)
- More ...