✦ LIBER ✦

Modeling the yearly Value-at-Risk for operational risk in Chinese commercial banks

✍ Scribed by Zhaoyang Lu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

How Accurate Are Value-at-Risk Models at

✍ Jeremy Berkowitz; James O’Brien 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 207 KB

Modeling the operational risk in Iranian

✍ Momen, Omid; Kimiagari, Alimohammad; Noorbakhsh, Eaman 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 254 KB

The level and quality of Value-at-Risk d

✍ Christophe Pérignon; Daniel R. Smith 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 463 KB

CVaR measurement and operational risk ma

✍ Yao, Fengge; Wen, Hongmei; Luan, Jiaqi 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 446 KB

VALUE-AT-RISK ASSESSMENTS FOR BANKS AND

✍ WARREN HOGAN 📂 Article 📅 1998 🏛 Economic Society of Australia 🌐 English ⚖ 790 KB

The value of operating cash flow in mode

✍ Gupta, Jairaj; Wilson, Nicholas; Gregoriou, Andros; Healy, Jerome 📂 Article 📅 2014 🏛 Taylor and Francis Group 🌐 English ⚖ 189 KB