Some Remarks About Operational Risk Measurement

摘要：

In this paper,we analyze,in a realistic framework setting of synthetical data,how the use of right- truncated distributions can avoid most of the drawbacks. Special attention is given to the dynamics of the risk measures that is to their stability over time

关键词： Operational risk Capital-at-Risk Balkema theorem

作者: Santiago Carrillo Menendez Alberto Suarez

作者单位: Departamento de Matematicas de la Facultad de Ciencias de la U. A. M. Departamento de Informatica de la Escuela Politecnica Superior de la U. A. M.

会议类型: 国际会议

会议名称: The First International Conference on Management Innovation(ICMI 2007)(管理创新会议)

会议地点: 上海

会议语种:英文

页码: 14-19

在线出版日期: 2007-06-04（万方平台首次上网日期，不代表论文的发表时间）