Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses
Jianming Mo and Xiang Gao
| Year of publication: |
2020
|
|---|---|
| Authors: | Mo, Jianming ; Gao, Xiang |
| Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 15.2020, 1, p. 1-26
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| Subject: | operational risk | loss distribution approach (LDA) | measurement precision | error propagation theory | capital buffer requirements | Risikomodell | Risk model | Finanzdienstleistung | Financial services | Operationelles Risiko | Operational risk | Verlust | Loss | Basler Akkord | Basel Accord | Messung | Measurement | Risikomanagement | Risk management | Bankrisiko | Bank risk | Bankenliquidität | Bank liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOP.2020.234 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013177332