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A note on scenario analysis in the measurement of operational risk capital: a change of measure approach
Babbel, David F. - 2010
Persistent link: https://www.econbiz.de/10010251459
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Scenario analysis in the measurement of operational risk capital : a change of measure approach
Dutta, Kabir K.; Babbel, David F. - 2012
Persistent link: https://www.econbiz.de/10009689293
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Scenario analysis in the measurement of operational risk capital : a change of measure approach
Dutta, Kabir K.; Babbel, David F. - 2010 - This version: September 24, 2010
Persistent link: https://www.econbiz.de/10010251475
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A note on scenario analysis in the measurement of operational risk capital : a change of measure approach
Babbel, David F. - 2010
Persistent link: https://www.econbiz.de/10009126797
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A Note on Scenario Analysis in the Measurement of Operational Risk Capital : A Change of Measure Approach
Babbel, David F. - 2010
Since I circulated a working paper (coauthored with Kabir Dutta) entitled “Scenario Analysis in the Measurement of …
Persistent link: https://www.econbiz.de/10013137745
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Scenario analysis in the measurement of operational risk capital : a change of measure approach
Dutta, Kabir K.; Babbel, David F. - 2010
Persistent link: https://www.econbiz.de/10003967562
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Scenario Analysis in the Measurement of Operational Risk Capital : A Change of Measure Approach
Dutta, Kabir; Babbel, David F. - 2012
capital calculation. Although scenario analysis is an important tool for financial risk measurement, its use in the … measurement of operational risk capital has been arbitrary and often inaccurate. We propose a method that combines scenario …
Persistent link: https://www.econbiz.de/10014045572
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Application of the convolution operator for scenario integration with loss data in operational risk modeling
Aroda, Pavan; Guergachi, Aziz; Huang, Huaxiong - In: The journal of operational risk 10 (2015) 4, pp. 23-44
Persistent link: https://www.econbiz.de/10011442585
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Managing operationl risk : moving towards the advanced measurement approach
McCormack, Peter; Sheen, Andrew; Umande, Philip - In: Journal of risk management in financial institutions 7 (2014) 3, pp. 239-256
Persistent link: https://www.econbiz.de/10010413331
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Scenario generation for operational risk
Mitra, Sovan - In: Intelligent systems in accounting finance and … 20 (2013) 3, pp. 163-187
Persistent link: https://www.econbiz.de/10010196986