Narrow search
Showing 1 - 10 of 335
Cover Image
Model Risk Management | How to Measure and Quantify Model Risk?
Benizri, Mikael - 2020
The aim of this paper is to present model risk situations and a methodology to measure and quantify the associated risk at model level, with different types of assumptions. Then, considering that in practice, a model risk management at model level is hardly feasible, this paper also outlines a...
Persistent link: https://www.econbiz.de/10012846666
Cover Image
Qualification of operational risk : statistical insights on coherent risk measures
Vee, Dany Ng Cheong; Gonpot, Preethee Nunkoo; … - In: The journal of operational risk 14 (2019) 2, pp. 39-59
Persistent link: https://www.econbiz.de/10012052410
Cover Image
Loss distribution of interbank contagion risk
Li, Shouwei; Sui, Xin; Xu, Tao - In: Applied economics letters 22 (2015) 10/12, pp. 830-834
Persistent link: https://www.econbiz.de/10011286074
Cover Image
Managing operational risk in relation to internal capital adequacy assessment process (ICAAP)
Baijal, Rajat - In: Journal of securities operations & custody 9 (2017) 2, pp. 185-191
Persistent link: https://www.econbiz.de/10011848154
Cover Image
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi; Koivusalo, Alexander F. R. - In: Economic modelling 30 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Cover Image
Survey of credit risk models in relation to capital adequacy framework for financial institutions
Nacaskul, Poomjai - In: Journal of governance and regulation : international … 5 (2016) 4, pp. 68-84
Persistent link: https://www.econbiz.de/10011673803
Cover Image
Goodness-of-fit tests and selection methods for operational risk
Lavaud, Sophie; Lehérissé, Vincent - In: The journal of operational risk 9 (2014/2015) 3, pp. 21-50
Persistent link: https://www.econbiz.de/10013262970
Cover Image
Correlations in operational risk stress testing : use and abuse
Mitic, Peter - In: The journal of operational risk 17 (2022) 2, pp. 1-39
Persistent link: https://www.econbiz.de/10014546262
Cover Image
Financial inclusion : concepts, issues and policies for India
Singh, Nirvikar - 2017
payments and financial literacy, as well as markets for health insurance, crop insurance, agricultural credit, small firm …
Persistent link: https://www.econbiz.de/10011684996
Cover Image
Measuring customer experience in bancassurance : an empirical study
Choudhury, Mousumi; Singh, Ranjit; Saikia, Hemanta - In: Market : review for marketing theory and practice 28 (2016) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10011708923