Operational Risk Management
From MaRDI portal
Publication:3057914
DOI10.1002/9780470972571zbMath1205.91010OpenAlexW605286721WikidataQ120820618 ScholiaQ120820618MaRDI QIDQ3057914
Publication date: 18 November 2010
Full work available at URL: https://doi.org/10.1002/9780470972571
Statistical methods; risk measures (91G70) Bayesian problems; characterization of Bayes procedures (62C10) Linear programming (90C05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Credit risk (91G40)
Related Items (7)
‘The COM‐Poisson model for count data: a survey of methods and applications’ by K. Sellers, S. Borle and G. Shmueli ⋮ Stress scenario selection by empirical likelihood ⋮ Model uncertainty and scenario aggregation ⋮ Structural Electricity Models and Asymptotically Normal Estimators to Quantify Parameter Risk ⋮ FORWARD-RATE VOLATILITIES AND THE SWAPTION MATRIX: WHY NEITHER TIME-HOMOGENEITY NOR TIME-DEPENDENCE ARE ENOUGH ⋮ A financially justifiable and practically implementable approach to coherent stress testing ⋮ Scenario analysis for derivative portfolios via dynamic factor models
This page was built for publication: Operational Risk Management
