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CVaR measurement and operational risk management in commercial banks according to the peak value method of extreme value theory.

Fengge YaoHongmei WenJiaqi Luan
Published in: Math. Comput. Model. (2013)
Keyphrases
  • risk management
  • extreme value theory
  • commercial banks
  • support vector machine svm
  • operational risk
  • evaluation method
  • decision making
  • evaluation model