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subject:"Bankenaufsicht"
subject:"Welt"
~isPartOf:"The journal of operational risk"
~person:"Dionne, Georges"
~person:"Zhu, Xiaoqian"
~subject:"Risk measure"
~subject:"Theory"
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Bankenaufsicht
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Dionne, Georges
Zhu, Xiaoqian
Migueis, Marco
3
Gao, Lijun
2
Grimwade, Michael
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Li, Jianping
2
Mitic, Peter
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Shevchenko, Pavel V.
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The journal of operational risk
CIRRELT
2
Finance research letters
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Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
1
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Review of Pacific Basin financial markets and policies
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian
;
Wang, Yinghui
;
Liu, Mingxi
;
Li, Jianping
- In:
The journal of operational risk
18
(
2023
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014490122
Saved in:
2
The mutual-information-based variance-covariance approach : an application to operational risk aggregation in Chinese banking
Li, Jianping
;
Zhu, Xiaoqian
;
Xie, Yongjia
;
Chen, Jianming
; …
- In:
The journal of operational risk
9
(
2014/2015
)
3
,
pp. 3-19
Persistent link: https://www.econbiz.de/10013262974
Saved in:
3
A practical application of extreme value theory to operational risk in banks
Dahen, Hela
;
Dionne, Georges
;
Zajdenweber, Daniel
- In:
The journal of operational risk
5
(
2010/11
)
2
,
pp. 63-78
Persistent link: https://www.econbiz.de/10003996359
Saved in:
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