Applying Robust Methods to Operational Risk Modeling
نویسندگان
چکیده
منابع مشابه
Modeling the operational risk in Iranian commercial banks: case study of a private bank
The Basel Committee on Banking Supervision from the Bank for International Settlement classifies banking risks into three main categories including credit risk, market risk, and operational risk. The focus of this study is on the operational risk measurement in Iranian banks. Therefore, issues arising when trying to implement operational risk models in Iran are discussed, and ...
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تاریخ انتشار 2006