Yinghui Wang

Chinese Academy of Sciences (CAS)

52 Sanlihe Rd.

Datun Road, Anwai

Beijing, Xicheng District 100864

China

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Operational Risk Measurement: A Loss Distribution Approach with Segmented Dependence

Journal of Operational Risk, Forthcoming
Number of pages: 20 Posted: 12 Feb 2019
Xiaoqian Zhu, Yinghui Wang and Jianping Li
Chinese Academy of Sciences (CAS), Chinese Academy of Sciences (CAS) and Chinese Academy of Sciences (CAS)
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Abstract:

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operational risk, loss distribution approach (LDA), segmented dependence, bank risk, risk measurement