Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Betty Johanna Garzon Rozo"'
Publikováno v:
Ingeniería, Vol 27, Iss 1, Pp e18575-e18575 (2022)
Context: Advanced Measurement Approach (AMA) has been the umbrella to identify the models used for modeling the capital to cover Operational Risk (Total Operational Value at Risk, OpVaR) in financial institutions in developed countries. The Loss Dist
Externí odkaz:
https://doaj.org/article/4f1677a9f5e34d0f99daed2faeda6fa7
Publikováno v:
Garzon Rozo, B J, Crook, J & Andreeva, G 2023, ' The role of web browsing in credit risk prediction ', Decision Support Systems, vol. 164, 113879 . https://doi.org/10.1016/j.dss.2022.113879
Online mail order and online retail purchases have increased rapidly in recent years worldwide, with Covid-19 forcing almost all non-grocery shopping to move online. These practices have facilitated the availability of new data sources, such as web b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9ff139d3c7acf14e42b8dc25d340c00b
https://hdl.handle.net/20.500.11820/404a4bdc-dfde-4c6b-b8dc-cc05814955c2
https://hdl.handle.net/20.500.11820/404a4bdc-dfde-4c6b-b8dc-cc05814955c2
Publikováno v:
Ingeniería, Volume: 27, Issue: 1, Article number: e203, Published: 03 MAY 2022
Context: Advanced Measurement Approach (AMA) has been the umbrella to identify the models used for modeling the capital to cover Operational Risk (Total Operational Value at Risk, OpVaR) in financial institutions in developed countries. The Loss Dist
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::540f76ddf188c84f8e1baa4c9b764e11
http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0121-750X2022000100203&lng=en&tlng=en
http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0121-750X2022000100203&lng=en&tlng=en
Publikováno v:
SSRN Electronic Journal.
We present a general methodology based on skew t copulas and Bayesian inference for modelling extreme multivariate dependent losses and the regulatory capital for operational risk. Current approaches fail to model both asymmetric dependence and accur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ba9eea6a5792e28646fc54c7d238ccda
https://doi.org/10.2139/ssrn.3906797
https://doi.org/10.2139/ssrn.3906797