Operational risk : a guide to Basel II capital requirements, models, and analysis
Year of publication: |
2007
|
---|---|
Authors: | Chernobai, Anna S. ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
Publisher: |
Hoboken, N.J. : Wiley |
Subject: | Bank | Risikomanagement | Basler Eigenkapitalvereinbarung <2001> | Mathematisches Modell | Operational risk | Mathematical models |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Quantification of operational risk under Basel II : the good, bad and ugly
Moosa, Imad A., (2008)
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Operational risk : measurement and modelling
King, Jack L., (2001)
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Operational risk toward Basel III : best practices and issues in modeling, management and regulation
Gregoriou, Greg N., (2009)
- More ...
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Operational risk : a guide to Basel II capital requirements, models, and analysis
Chernobai, Anna S., (2007)
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Chernobai, Anna S., (2010)
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Option pricing incorporating factor dynamics in complete markets
Hu, Yuan, (2020)
- More ...