IEEE - Institute of Electrical and Electronics Engineers, Inc. - The Application of EVT-Copula in Operational Risk Quantification

2007 3rd International Conference on Wireless Communications, Networking, and Mobile Computing - WiCOM '07

Author(s): Hu Liqin ; Peng Hongfeng
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 September 2007
Conference Location: Shanghai, China
Conference Date: 21 September 2007
Page(s): 4,564 - 4,567
ISBN (CD): 978-1-4244-1312-6
ISBN (Paper): 978-1-4244-1311-9
DOI: 10.1109/WICOM.2007.1122
Regular:

As the operational risk of Chinese banks becomes increasingly outstanding, we need urgently to find out a accurate measurement method. This article takes one commercial bank as an example,... View More

Advertisement