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Operational risk: EVT models

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  • Jack L. King
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    File URL: http://www.bostonfed.org/bankinfo/conevent/oprisk/king.pdf
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    Article provided by Federal Reserve Bank of Boston in its journal Conference Series ; [Proceedings].

    Volume (Year): (2001)
    Issue (Month): ()
    Pages:

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    Handle: RePEc:fip:fedbcp:y:2001:x:15
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    Keywords: Risk management;

    References listed on IDEAS
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    1. Courtney Coile & Jonathan Gruber, 2000. "Social Security and Retirement," NBER Working Papers 7830, National Bureau of Economic Research, Inc.
    2. Martin Feldstein & Charles Horioka, 1979. "Domestic Savings and International Capital Flows," NBER Working Papers 0310, National Bureau of Economic Research, Inc.
    3. Jeffrey G. Williamson, 2001. "Demographic shocks and global factor flows," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 46.
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    Cited by:

    1. Barakat, Ahmed & Hussainey, Khaled, 2013. "Bank governance, regulation, supervision, and risk reporting: Evidence from operational risk disclosures in European banks," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 254-273.

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