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Description
  • Operational risk management and measurement has been paid increasing attention in the last several years. The main two reasons are the Basel II requirements that were to be complied with by all internationally active financial institutions by the end of 2006, and the recent severe operational risk loss events. In this paper the author analyzes ? as well as focuses on ? operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches.
  • Operational risk management and measurement has been paid increasing attention in the last several years. The main two reasons are the Basel II requirements that were to be complied with by all internationally active financial institutions by the end of 2006, and the recent severe operational risk loss events. In this paper the author analyzes ? as well as focuses on ? operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. (en)
Title
  • Operational risk management-stress testing and scenario analysis
  • Operational risk management-stress testing and scenario analysis (en)
skos:prefLabel
  • Operational risk management-stress testing and scenario analysis
  • Operational risk management-stress testing and scenario analysis (en)
skos:notation
  • RIV/00216208:11230/10:10049956!RIV11-GA0-11230___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/08/0004), Z(MSM0021620841)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 277098
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11230/10:10049956
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • analysis; scenario; and; testing; management-stress; risk; Operational (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [B91DF8D6387E]
http://linked.open...i/riv/mistoVydani
  • Prague
http://linked.open...vEdiceCisloSvazku
  • Neuveden
http://linked.open...i/riv/nazevZdroje
  • Advanced measurement techniques for market and operational risk
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...v/pocetStranKnihy
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Rippel, Milan
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • Univerzita Karlova v Praze. Nakladatelství Karolinum
https://schema.org/isbn
  • 978-80-246-1871-5
http://localhost/t...ganizacniJednotka
  • 11230
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