Misspecified Dependency Modelling: What Does It Mean for Risk Measurement?

2014 ◽  
pp. 15-22
Author(s):  
Theo Berger
Keyword(s):  
Risk Measurement

Risk Measurement: Five Applications

1973 ◽  
Vol 29 (4) ◽  
pp. 81-87 ◽  
Author(s):  
Richard A. Crowell
Keyword(s):  
Risk Measurement

Extended saddlepoint methods for credit risk measurement

2016 ◽  
pp. 1-37
Author(s):  
Rubén García-Céspedes ◽  
Manuel Moreno
Keyword(s):  
Credit Risk ◽  
Risk Measurement ◽  
Credit Risk Measurement

Operational risk measurement beyond the loss distribution approach: an exposure-based methodology

2018 ◽  
Vol 13 (2) ◽  
pp. 1-33
Author(s):  
Michael Einemann ◽  
Joerg Fritscher ◽  
Michael Kalkbrener
Keyword(s):  
Operational Risk ◽  
Risk Measurement ◽  
Loss Distribution ◽  
Loss Distribution Approach

Catastrophic and Operational Risk Measurement for Financial Institutions

2008 ◽  
Author(s):  
Antoaneta Serguieva ◽  
Stanislav Bozhkov ◽  
Keming Yu
Keyword(s):  
Financial Institutions ◽  
Operational Risk ◽  
Risk Measurement
Sign in / Sign up

Export Citation Format

Share Document