Practices and issues in operational risk modeling under Basel II

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Author

Date

2011-04

Type

Other Conference Item

ETH Bibliography

yes

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Rights / license

Permanent link

https://doi.org/10.3929/ethz-b-000037596

Publication status

published

External links

Journal / series

Lithuanian mathematical journal

Volume

51(2)

Pages / Article No.

180 - 193

Publisher

Springer

Event

10th International Vilnius Conference on Probability Theory and Mathematical Statistics, Vilnius, Lithuania, June 28 - July 2, 2010

Subject

Operational risk modeling; Basel II; Practices and issues

Organisational unit

03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)

Notes

It was possible to publish this article open access thanks to a Swiss National Licence with the publisher

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ETH Bibliography

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