Open AccessBenchmarking Operational Risk Models
Author(s) -
Filippo Curti,
Ibrahim Ergen,
Minh Hanh Le,
Marco Migueis,
Richard C. Stewart
Publication year - 2016
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2016.070
Subject(s) - operational risk , benchmarking , capital requirement , risk analysis (engineering) , benchmark (surveying) , basel ii , actuarial science , capital (architecture) , capital adequacy ratio , business , equity (law) , risk adjusted return on capital , operational planning , risk assessment , risk management , computer science , finance , economics , financial capital , incentive , human capital , capital formation , microeconomics , marketing , computer security , law , history , economic growth , archaeology , geodesy , political science , geography