Integrating operational and financial risk assessments
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Other versions of this item:
- Silvia Figini & Ron Kenett & SILVIA SALINI, 2010. "Integrating Operational and Financial Risk Assessments," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1099, Universitá degli Studi di Milano.
References listed on IDEAS
- Silvia Figini & Paolo Giudici & Pierpaolo Uberti, 2010. "A threshold based approach to merge data in financial risk management," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(11), pages 1815-1824.
- Fantazzini, Dean, 2008. "Credit Risk Management," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 12(4), pages 84-137.
- David J. Hand & Heikki Mannila & Padhraic Smyth, 2001. "Principles of Data Mining," MIT Press Books, The MIT Press, edition 1, volume 1, number 026208290x, January.
More about this item
KeywordsNon Linear Principal Component Analysis; Score models; Bayesian integration; Basel Committee; operational risks; Financial risks;
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