Using BS-PSD-LDA approach to measure operational risk of Chinese commercial banks
Year of publication: |
2012
|
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Authors: | Wang, Zongrun ; Wang, Wuchao ; Chen, Xiaohong ; Jin, Yanbo ; Zhou, Yanju |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 6, p. 2095-2103
|
Subject: | Operational risk | Bootstrap sampling | Basel II | Lognormal distribution | Generalized Pareto distribution | Operationelles Risiko | Basler Akkord | Basel Accord | Statistische Verteilung | Statistical distribution | Bankrisiko | Bank risk | Bank | Risikomanagement | Risk management | Risikomaß | Risk measure | Bootstrap-Verfahren | Bootstrap approach | China | Stichprobenerhebung | Sampling |
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