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Capital Requirements to Cover Operational Risk in Financial Institutions of Emerging Markets A Gaussian Copula Model

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Bibliographic Details
Main Author:	Betty Johanna Garzón-Rozo
Format:	Artículo científico
Language:	en
Published:	Universidad Distrital Francisco José de Caldas 2022
Subjects:	Ingeniería Operational risk emerging markets multivariate copulas Loss Distribution Approach (LDA)
Online Access:	Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5
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