On the aggregation of credit, market and operational risks
Year of publication: |
2015
|
---|---|
Authors: | Li, Jianping ; Zhu, Xiaoqian ; Lee, Cheng-Few ; Wu, Dengsheng ; Feng, Jichuang ; Shi, Yong |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 44.2015, 1, p. 161-189
|
Publisher: |
Springer |
Subject: | Credit risk | Market risk | Operational risk | Risk dependence | Risk aggregation | Copula |
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