Scenario analysis in the measurement of operational risk capital : a change of measure approach
Year of publication: |
2014
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Authors: | Dutta, Kabir K. ; Babbel, David F. |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 81.2014, 2, p. 303-334
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Subject: | Operationelles Risiko | Operational risk | Szenariotechnik | Scenario analysis | Finanzprodukt | Financial product | Risikokapital | Venture capital | Messung | Measurement |
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Babbel, David F., (2010)
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Babbel, David F., (2010)
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Scenario analysis in the measurement of operational risk capital : a change of measure approach
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Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach
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