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Copula-application to modelling Russian banking system capital adequacy according to Basel II IRB-approach.

Irina K. AndrievskayaHenry Penikas
Published in: Model. Assist. Stat. Appl. (2012)
Keyphrases
  • operational risk
  • databases
  • neural network
  • artificial intelligence
  • computer vision
  • data structure
  • application specific