Toward an efficient people-risk capital allocation for financial firms : evidence from US banks
Year of publication: |
2017
|
---|---|
Authors: | Feria-Domínguez, José Manuel ; Jiménez-Rodríguez, Enrique |
Published in: |
The journal of operational risk. - London : Infopro Digital, ISSN 1744-6740, ZDB-ID 2238989-1. - Vol. 12.2017, 4, p. 71-94
|
Subject: | people-risk | financial firms | loss distribution approach (LDA) | multivariate fast Fourier transformation (MFFT) | risk-adjusted return on capital (RAROC) | Theorie | Theory | Bank | Kapitaleinkommen | Capital income | Kreditrisiko | Credit risk |
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