A threshold based approach to merge data in financial risk management-Reference-Cited by-同舟云学术

A threshold based approach to merge data in financial risk management

Published:2010-10-21 Issue:11 Volume:37 Page:1815-1824
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Figini Silvia,Giudici Paolo,Uberti Pierpaolo

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/10256018808623883

Reference13 articles.

1. Basel Committee on Banking SupervisionAmendment to the capital accord to incorporate market risks, 2005. Available at http://www.bis.org

2. N. Baud, A. Frachot, and T. Roncalli,Mixing internal and external data for managing operational risk internal data, 2002. Available at http://ssrn.com/abstract=1032525

3. Duxbury Advanced Series;Casella G.,2002

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Data Modeling and Analysis of Line Loss Management at the Same Time in Distribution Through-Platform Area;Proceedings of the 2022 4th International Conference on Big-data Service and Intelligent Computation;2022-11-25

2. Research Review of Bank Risk Aggregation;Financial Statements-Based Bank Risk Aggregation;2022

3. Operational Loss Data Collection: A Literature Review;Annals of Data Science;2018-01-12

4. Operational Risk Management in Financial Institutions: A Literature Review;International Journal of Financial Studies;2016-10-19

5. The optimal operational risk capital requirement by applying the advanced measurement approach;Central European Journal of Operations Research;2011-05-22