Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (Q1762046)
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scientific article; zbMATH DE number 6107513
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust quantification of the exposure to operational risk: bringing economic sense to economic capital |
scientific article; zbMATH DE number 6107513 |
Statements
Robust quantification of the exposure to operational risk: bringing economic sense to economic capital (English)
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15 November 2012
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operational risk
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simulation
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risk measures
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stability
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robustness
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