Basel II and operational risk: Implications for risk measurement and management in the financial sector

Mai 2004
Chapelle, A. / Crama, Y. / Hubner, G. / Peeters, J.P.

Working Paper N° 51

JEL Klassifikation : 
C24
G18
G21
Schlagwörter: 
operational risk management
Basel II
advanced measurement approach
copulae
external data
EVT
RAROC
cost-benefit analysis
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