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Basel II and operational risk: Implications for risk measurement and management in the financial sector
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Working Papers
Basel II and operational risk: Implications for risk measurement and management in the financial sector
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
Classification JEL:
C24
G18
G21
Mots-clés:
operational risk management
Basel II
advanced measurement approach
copulae
external data
EVT
RAROC
cost-benefit analysis
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