期刊论文详细信息
Journal of Governance and Regulation | |
UNDERSTANDING OPERATIONAL RISK CAPITALAPPROXIMATIONS: FIRST AND SECOND ORDERS | |
关键词: Basel II/III; Capital Approximation; Loss Distributional Approach; Capital Approximation; Value-at-Risk; Expected Shortfall; Spectral Risk Measure; Subexponential; Regularly Varying; | |
DOI : 10.22495/jgr_v2_i3_p6 | |
学科分类:社会科学、人文和艺术(综合) | |
来源: Virtus Interpress | |