Operational risk : A Basel II++ step before Basel III
Year of publication: |
2012
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Authors: | Guegan, Dominique ; Hassani, Bertrand |
Institutions: | HAL |
Subject: | Operational risks | Loss Distribution Function | risk measures | EVT | Vine copula |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00722029 Published, Journal of risk management in financial institutions, 2012, 6, 13, 37 - 53 |
Source: |
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Operational risk : A Basel II++ step before Basel III
Guegan, Dominique, (2012)
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