GFC-robust risk management under the Basel Accord using extreme value methodologies.
Juan-Angel Jimenez-MartinMichael McAleerTeodosio Pérez-AmaralPaulo Araújo SantosPublished in: Math. Comput. Simul. (2013)
Keyphrases
- risk management
- operational risk
- extreme values
- risk evaluation
- decision support system
- risk assessment
- commercial banks
- risk factors
- information security management
- risk analysis
- software projects
- risk measures
- project management
- intrusion detection
- database
- portfolio optimization
- open source
- software engineering
- databases