What about Underevaluating Operational Value at Risk in the Banking Sector?
Year of publication: |
2007
|
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Authors: | Dionne, Georges ; Dahen, Hela |
Institutions: | Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) |
Subject: | Operational risk in banks | severity distribution | frequency distribution | operational VaR | operational risk management |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C35 - Discrete Regression and Qualitative Choice Models |
Source: |
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Scaling Models for the Severity and Frequency of External Operational Loss Data
Dahen, Hela, (2007)
-
What about Underevaluating Operational Value at Risk in the Banking Sector?
Dionne, Georges, (2016)
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Scaling Models for the Severity and Frequency of External Operational Loss Data
Dahen, Hela, (2007)
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Scaling Models for the Severity and Frequency of External Operational Loss Data
Dahen, Hela, (2007)
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Extremal Events in a Bank Operational Losses
Dahen, Hela, (2010)
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First-order (Conditional) Risk Aversion, Background Risk and Risk Diversification
Dionne, Georges, (2011)
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