Pages that link to "Item:Q433617"
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The following pages link to Modeling the yearly value-at-risk for operational risk in Chinese commercial banks (Q433617):
Displaying 4 items.
- CVaR measurement and operational risk management in commercial banks according to the peak value method of extreme value theory (Q462734) (← links)
- Asymptotic results for over-dispersed operational risk by using the asymptotic expansion method (Q488944) (← links)
- Operational risk aggregation based on business line dependence: a mutual information approach (Q1726050) (← links)
- A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS (Q5305102) (← links)