On the aggregation of credit, market and operational risks
Year of publication: |
2015
|
---|---|
Authors: | Li, Jianping ; Zhu, Xiaoqian ; Lee, Cheng F. ; Wu, Dengsheng ; Feng, Jichuang |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 44.2015, 1, p. 161-189
|
Subject: | Credit risk | Market risk | Operational risk | Risk dependence | Risk aggregation | Copula | Finanzdienstleistung | Financial services | Operationelles Risiko | Risikomanagement | Risk management | Kreditrisiko | Bankrisiko | Bank risk | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | Tourismusregion | Tourism destination |
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