مرکز منطقه ای اطلاع رساني علوم و فناوري - Cyclicality in catastrophic and operational risk measurements

Title of article :

Cyclicality in catastrophic and operational risk measurements

Author/Authors :

Linda Allen، نويسنده , , Turan G. Bali، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1191

To page :

1235

Keywords :

Operational risk , Catastrophic risk , value at risk , Extreme value theory , Skewed fat-tailed distribution

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

194027

Link To Document :