Qualification of operational risk : statistical insights on coherent risk measures
Year of publication: |
2019
|
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Authors: | Vee, Dany Ng Cheong ; Gonpot, Preethee Nunkoo ; Ramanathan, T. V. |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 14.2019, 2, p. 39-59
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Subject: | operational risk | coherent risk measures | extreme value theory (EVT) | loss distribution | value-at-risk (VaR) | modified expected shortfall (MES) | Finanzdienstleistung | Financial services | Theorie | Theory | Risikomaß | Risk measure | Risikomanagement | Risk management | Operationelles Risiko | Operational risk | Tourismusregion | Tourism destination | Messung | Measurement | Portfolio-Management | Portfolio selection | Ausreißer | Outliers | Bankrisiko | Bank risk | Verlust | Loss |
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