Work

Flexible dependence modeling of operational risk losses and its impact on total capital requirements

Year: 2013

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2013.11.040

Authors: Eike Brechmann, Claudia Czado, Sandra Paterlini

Institution: Technical University of Munich

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Fondazione Cassa di Risparmio di Modena, Deutsche Forschungsgemeinschaft, Tehran University of Medical Sciences and Health Services, Graduate School, Technische Universität München

Awards: G1402899299, G2197171341

OpenAlex ID: W2015473490

FWCI: 9.909

Cites: 68

Cited by: 58

Related to: 10