Modelování kapitálového požadavku pro operační riziko
Operational risk is one of important concepts in financial institutions. It needs to be managed, measured and minimized. Bank has to hold capital requirements to cover potential losses from this risk. The aim of this work is to find, describe and apply a model determining how much capital is needed....
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Dissertation |
| Language: | Czech |
| Published: |
2011
|
| Online Access: | http://www.nusl.cz/ntk/nusl-313939 |