Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework (Q5139446)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework |
scientific article; zbMATH DE number 7283250
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework |
scientific article; zbMATH DE number 7283250 |
Statements
Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework (English)
0 references
9 December 2020
0 references
bank risk
0 references
credit risk
0 references
market risk
0 references
operational risk
0 references
risk management
0 references
risk dependence
0 references
risk integration
0 references
simple summation approach
0 references
variance-covariance approach
0 references
mixture copula
0 references
Basel committee on banking supervision
0 references
tail dependence
0 references
