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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: 1464
Comment Num: 0
Language: English
Source: article
Who Can Read: Free
Date: 12-31-2013
Publisher: Administrator
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)
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
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