The quantification of operational risk using internal data, relevant external data and expert opinion
METADATA ONLY
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Author / Producer
Date
2007
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
2 (3)
Pages / Article No.
3 - 27
Publisher
Incisive Media
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Approach; Bayesian inference; Operational Risk; Basel II; Loss Distribution; Advanced Measurement Approach; Quantitative Risk; Management; generalized inverse; Gaussian distribution
Organisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
08813 - Wüthrich, Mario Valentin (Tit.-Prof.)
Notes
First version April 13 2007, This version July 4 2007.