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 | |
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