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Assessing Risk Assessment : To...
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1
Assessing risk assessment : towards alternative risk measures for complex financial systems
Hoffmann, Christian Hugo
-
2017
Persistent link: https://www.econbiz.de/10011736979
Saved in:
2
A review of the state of the art in quantifying operational risk
Benito, Sonia
;
Martín, Carmen López
- In:
The journal of operational risk
13
(
2018
)
4
,
pp. 89-129
Persistent link: https://www.econbiz.de/10011976061
Saved in:
3
Managing operational risk : methodology and prospects
Temnov, Grigory
- In:
Mathematical control theory and finance
,
(pp. 397-417)
.
2008
Persistent link: https://www.econbiz.de/10003755898
Saved in:
4
Identifying contagion risk in the international banking system : an extreme value
theory
approach
Chan-Lau, Jorge A.
;
Mitra, Srobona
;
Ong, Li Lian
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 390-406
Persistent link: https://www.econbiz.de/10009689473
Saved in:
5
Measurement and quantification of operational risk an application of corvaritate-VaR
Rao, D. Tripati
;
Ghosh, Prodipta
- In:
Metamorphosis : a journal of management research
10
(
2011
)
2
,
pp. 70-81
Persistent link: https://www.econbiz.de/10010226937
Saved in:
6
A
theory
for measures of tail risk
Liu, Fangda
;
Wang, Ruodu
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 1109-1128
Persistent link: https://www.econbiz.de/10012625694
Saved in:
7
Tail risk and systemic risk of finance and technology (FinTech) firms
Chaudhry, Sajid M.
;
Ahmed, Rizwan
;
Toan Luu Duc Huynh
; …
- In:
Technological forecasting & social change : an …
174
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013209636
Saved in:
8
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
Saved in:
9
The role of model risk in extreme value
theory
for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
10
Multivariate Modellierung operationeller Risiken in Kreditinstituten
Bayer, Verena
-
2012
Schadenspotential und stellen eine große Herausforderung für das
Risikomanagement
der Banken dar. Verena Bayer untersucht Ansätze zur …
Persistent link: https://www.econbiz.de/10014016438
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