Risk Management Approaches and Bank Size
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References listed on IDEAS
- Dahen, Hela & Dionne, Georges, 2010.
"Scaling models for the severity and frequency of external operational loss data,"
Journal of Banking & Finance,
Elsevier, vol. 34(7), pages 1484-1496, July.
- Hela Dahen & Georges Dionne, 2007. "Scaling Models for the Severity and Frequency of External Operational Loss Data," Cahiers de recherche 0702, CIRPEE.
- Na, H.S. & Couto Miranda, L. & van den Berg, J.H. & Leipoldt, M., 2006. "Data Scaling for Operational Risk Modelling," ERIM Report Series Research in Management ERS-2005-092-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
More about this item
Keywordsrisk management; banking sector; capital requirement calculation methods;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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