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Article: Practices and issues in operational risk modeling under Basel II

TitlePractices and issues in operational risk modeling under Basel II
Authors
Embrechts, PaulHofert, Marius
KeywordsBasel II
operational risk modeling
practices and issues
Issue Date2011
Citation
Lithuanian Mathematical Journal, 2011, v. 51, n. 2, p. 180-193 How to Cite?
DOI: http://dx.doi.org/10.1007/s10986-011-9118-4
AbstractWe provide an introduction and overview to operational risk modeling according to the Basel II legal documents and summarize observed practices and issues as well as suggested approaches for measuring and quantifying operational risk. © 2011 Springer Science+Business Media, Inc.
Persistent Identifierhttp://hdl.handle.net/10722/325218
ISSN
0363-1672
2023 Impact Factor: 0.5
2023 SCImago Journal Rankings: 0.196
ISI Accession Number ID
WOS:000291257500007

 

DC FieldValueLanguage
dc.contributor.authorEmbrechts, Paul-
dc.contributor.authorHofert, Marius-
dc.date.accessioned2023-02-27T07:30:42Z-
dc.date.available2023-02-27T07:30:42Z-
dc.date.issued2011-
dc.identifier.citationLithuanian Mathematical Journal, 2011, v. 51, n. 2, p. 180-193-
dc.identifier.issn0363-1672-
dc.identifier.urihttp://hdl.handle.net/10722/325218-
dc.description.abstractWe provide an introduction and overview to operational risk modeling according to the Basel II legal documents and summarize observed practices and issues as well as suggested approaches for measuring and quantifying operational risk. © 2011 Springer Science+Business Media, Inc.-
dc.languageeng-
dc.relation.ispartofLithuanian Mathematical Journal-
dc.subjectBasel II-
dc.subjectoperational risk modeling-
dc.subjectpractices and issues-
dc.titlePractices and issues in operational risk modeling under Basel II-
dc.typeArticle-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1007/s10986-011-9118-4-
dc.identifier.scopuseid_2-s2.0-79958032393-
dc.identifier.volume51-
dc.identifier.issue2-
dc.identifier.spage180-
dc.identifier.epage193-
dc.identifier.eissn1573-8825-
dc.identifier.isiWOS:000291257500007-

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