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Measuring and Managing Operational Risk in the Financial Sector: An Integrated Framework · Study

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PreprintMeasuring and Managing Operational Risk in the Financial Sector: An Integrated Framework

Ariane Chapelle2005

OA

Preprintgreen2005

Measuring and Managing Operational Risk in the Financial Sector: An Integrated Framework

Ariane Chapelle · Yves Crama · Georges Hübner · Jean‐Philippe Peters

20 citations·0/0 files stored·SSRN Electronic Journal

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Risk Management in Financial Firms Banking stability, regulation, efficiency Financial Risk and Volatility Modeling

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References

1999An Introduction to Copulas 1997Modelling Extremal Events 1994Modelling of extremal events in insurance and finance 2001Extreme Correlation of International Equity Markets 2004Copula Methods in Finance 2002Correlation and Dependence in Risk Management: Properties and Pitfalls 1974Residual Life Time at Great Age 1967Applied Economic Forecasting

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Details

Year2005

Typepreprint

Published2005-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations20

Files0 public / 0

ShelfRisk Management in Financial Firms

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doi10.2139/ssrn.675186

openalex_workW2136796550

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