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Functional correlation approach to operational risk in banking organizations · Study

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ArticleFunctional correlation approach to operational risk in banking organizations

Reimer Kühn2003

OA

Articlegreen2003

Functional correlation approach to operational risk in banking organizations

58 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Banking stability, regulation, efficiency Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

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References

1959Portfolio Selection: Efficient Diversification of Investments 1952Portfolio Selection 1962Portfolio Selection: Efficient Diversification of Investments.1997Emergence of cooperation and organization in an evolutionary game n.d.Emergence of cooperation and organization in an evolutionary game 1999Scaling of the distribution of price fluctuations of individual companies 2007Loss Distribution Approach for Operational Risk 1999Thermal Model for Adaptive Competition in a Market

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2006Aggregating risk capital, with an application to operational risk 2007A Bayesian approach to estimate the marginal loss distributions in operational risk management 2004Credit risk enhancement in a network of interdependent firms 2008Bayesian Copulae Distributions, with Application to Operational Risk Management 2009Credit contagion and credit risk 2003The Quantification of Operational Risk

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Year2003

Typearticle

Published2003-04-25

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations58

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/s0378-4371(02)01822-8

openalex_workW2048394192

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