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accessRights:"restricted"
subject:"Basel Accord"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~person:"Klüppelberg, Claudia"
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Basel Accord
Ausreißer
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Bank risk
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Bankrisiko
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Basler Akkord
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Bipartite graph
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Expected shortfall
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Extremal dependence
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Graph theory
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Klüppelberg, Claudia
Barbagli, Matteo
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Böhnke, Victoria
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Jaworski, Piotr
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Kang, Woo-Young
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Kley, Oliver
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Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
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