Main menu
La Banque nationale
Supervision financière
Pièces et billets
Centrale des bilans
Centrales des crédits
Statistiques
Publications et recherche
Paiements et titres
Politique monétaire
Enter the terms you wish to search for.
Top menu
Contact
FAQ
Jobs
Investisseurs
Blog
Évènements
Language switcher
nl
fr
en
de
Basel II and operational risk: Implications for risk measurement and management in the financial sector
You are here
Home
Publications et recherche
Publications économiques et financières
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
Download (PDF)
