The dynamics of operational loss clustering
Year of publication: |
2008
|
---|---|
Authors: | Chernobai, Anna ; Yildirim, Yildiray |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 12, p. 2655-2666
|
Subject: | Operationelles Risiko | Operational risk | Basler Akkord | Basel Accord | Verlust | Loss | Risikomaß | Risk measure |
-
A comparison of alternative mixing models for external data in operational risk
Torresetti, Roberto, (2015)
-
Optimal B-robust posterior distributions for operational risk
Danesi, Ivan Luciano, (2016)
-
Dutta, Kabir, (2006)
- More ...
-
The Dynamics of Operational Loss Clustering
Chernobai, Anna, (2011)
-
The dynamics of operational loss clustering
Chernobai, Anna, (2008)
-
The dynamics of operational loss clustering
Chernobai, Anna, (2008)
- More ...