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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