Modeling Operational Risk: Estimation and Effects of Dependencies (Q3298512)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling Operational Risk: Estimation and Effects of Dependencies |
scientific article |
Statements
Modeling Operational Risk: Estimation and Effects of Dependencies (English)
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14 July 2020
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operational risk
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risk capital
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value-at-risk
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correlation
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tail dependence
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