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- Publisher Website: 10.1007/s10986-011-9118-4
- Scopus: eid_2-s2.0-79958032393
- WOS: WOS:000291257500007
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Article: Practices and issues in operational risk modeling under Basel II
Title | Practices and issues in operational risk modeling under Basel II |
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Authors | |
Keywords | Basel II operational risk modeling practices and issues |
Issue Date | 2011 |
Citation | Lithuanian Mathematical Journal, 2011, v. 51, n. 2, p. 180-193 How to Cite? |
Abstract | We provide an introduction and overview to operational risk modeling according to the Basel II legal documents and summarize observed practices and issues as well as suggested approaches for measuring and quantifying operational risk. © 2011 Springer Science+Business Media, Inc. |
Persistent Identifier | http://hdl.handle.net/10722/325218 |
ISSN | 2023 Impact Factor: 0.5 2023 SCImago Journal Rankings: 0.196 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Embrechts, Paul | - |
dc.contributor.author | Hofert, Marius | - |
dc.date.accessioned | 2023-02-27T07:30:42Z | - |
dc.date.available | 2023-02-27T07:30:42Z | - |
dc.date.issued | 2011 | - |
dc.identifier.citation | Lithuanian Mathematical Journal, 2011, v. 51, n. 2, p. 180-193 | - |
dc.identifier.issn | 0363-1672 | - |
dc.identifier.uri | http://hdl.handle.net/10722/325218 | - |
dc.description.abstract | We provide an introduction and overview to operational risk modeling according to the Basel II legal documents and summarize observed practices and issues as well as suggested approaches for measuring and quantifying operational risk. © 2011 Springer Science+Business Media, Inc. | - |
dc.language | eng | - |
dc.relation.ispartof | Lithuanian Mathematical Journal | - |
dc.subject | Basel II | - |
dc.subject | operational risk modeling | - |
dc.subject | practices and issues | - |
dc.title | Practices and issues in operational risk modeling under Basel II | - |
dc.type | Article | - |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1007/s10986-011-9118-4 | - |
dc.identifier.scopus | eid_2-s2.0-79958032393 | - |
dc.identifier.volume | 51 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 180 | - |
dc.identifier.epage | 193 | - |
dc.identifier.eissn | 1573-8825 | - |
dc.identifier.isi | WOS:000291257500007 | - |