Open AccessA Study on VaR Stability for Operational Risk Management
Author(s) -
HyunJoong Kim,
Woo-Hwan Kim,
Sang Cheol Lee,
Jongho Im,
SangHee Cho,
Ah-Hyoun Kim
Publication year - 2008
Publication title -
communications for statistical applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.5351/ckss.2008.15.5.697
Subject(s) - operational risk , basel ii , value at risk , computer science , stability (learning theory) , operational risk management , risk management , confidence interval , reliability engineering , risk assessment , statistics , econometrics , capital requirement , risk analysis (engineering) , mathematics , engineering , economics , business , management , computer security , machine learning , microeconomics , incentive