Predicting Operational Loss Exposure Using Past Losses
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More about this item
KeywordsBanking Regulation; Risk Management; Operational Risk; Tail Risk; Quantile Regression;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CFN-2016-02-29 (Corporate Finance)
- NEP-FOR-2016-02-29 (Forecasting)
- NEP-RMG-2016-02-29 (Risk Management)
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