The optimal operational risk capital requirement by applying the advanced measurement approach (Q300958)
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scientific article; zbMATH DE number 6599392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal operational risk capital requirement by applying the advanced measurement approach |
scientific article; zbMATH DE number 6599392 |
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The optimal operational risk capital requirement by applying the advanced measurement approach (English)
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29 June 2016
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advanced measurement approach
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Basel II capital accord
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capital requirement
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extreme value theory
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operational risk
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