Operational Risk - Scenario Analysis
Year of publication: |
2011
|
---|---|
Authors: | Rippel, Milan ; Teplý, Petr |
Published in: |
Prague Economic Papers. - Vysoká Škola Ekonomická v Praze, ISSN 1210-0455. - Vol. 2011.2011, 1, p. 23-39
|
Publisher: |
Vysoká Škola Ekonomická v Praze |
Subject: | stress testing | operational risk | scenario analysis | economic capital | loss distribution approach | extreme value theory |
-
Operational risk - scenario analysis
Rippel, Milan, (2008)
-
Operational Risk - Scenario Analysis
Teply, Petr, (2008)
-
Modeling the yearly Value-at-Risk for operational risk in Chinese commercial banks
Lu, Zhaoyang, (2011)
- More ...
-
Operational risk - scenario analysis
Rippel, Milan, (2008)
-
Operational risk - scenario analysis
Rippel, Milan, (2008)
-
Operational risk - scenario analysis
Rippel, Milan, (2011)
- More ...