Document Search
Add To My Bookshelf Sign in or Register Save And Annotate
Keywords:

operational risk sign in to follow this
Categories:

VaR Uses sign in to follow this
--Operational Risk sign in to follow this
Half-Life:
Impact:
Discuss This Paper
Sign in to follow this page
Recent Comments
  more
Modeling and Measuring Operational Risk
Company: Journal of Risk
Company Url: Click here to open
Year Of Publication: 1998
Month Of Publication: January
Resource Link: Click here to open
Pages: 63-72
Download Count: 0
View Count: 1246
Comment Num: 0
Language: English
Source: article
Who Can Read: Free
Date: 12-31-2013
Publisher: Administrator
Summary
Recent operational risk events such as occurred at Barings, Daiwa, Sumitomo, and other institutions show the importance of measuring and controlling such operational risk. In this paper the authors present a quantitative operational risk measurement model based on extreme value theory.
(volume 1, number 1)
This document may be downloaded without charge from the publisher by clicking the "Buy from Publisher" button. (accessed 2013-12-31)
Author(s)
Cruz, Marcelo G. Sign in to follow this author
Coleman, Rodney Sign in to follow this author
Salkin, Gerry Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?



Email:
Repeat Email:
User Name:
Password:
Confirm Password:

Sign Up


Welcome to GloriaMundi!
Thanks for singning up



continue or edit your profile