Operational risk capital charges (Basel II) : factoring in external loss data to the internal datasets
Lukasz Prorokowski (Risk Consultancy, HL Prorokowski LLC, London, UK)
| Year of publication: |
2015
|
|---|---|
| Authors: | Prorokowski, Lukasz |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 16.2015, 5, p. 519-535
|
| Subject: | Banking | Basel II | Basel IV | Consortium data | Loss data | Operational risk | Basler Akkord | Basel Accord | Operationelles Risiko | Bankrisiko | Bank risk | Verlust | Loss | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-05-2015-0049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011531076