Operational Risk Toward Basel III

Greg N Gregoriou, F. D. R. (2009). Operational Risk Toward Basel III: Best Practices and Issues in Modeling, Management, and Regulation. John Wiley & Sons.

Type

Book chapter

Intellectual base

Textbook

Year

2009

Link

no authoritative link yet

Cited by

1 citation across 1 artifact.

Domain-specific

• Risk of ruin
  • … directly demonstrates that the event is defined as first passage of the modeled capital process through the declared ruin boundary before the stated stopping time or competing target. to An applied instance preserves the same invariant under a changed scale, notation, jurisdiction, dataset, or implementation..

Verification

This reference passed the adversarial substantiation pipeline: it was checked to exist and to support the claim it is attached to. See how references were verified.

Registry ID ref:84700fdbb7e4 · see in the full table