Gai, Lijuan and Tang, Jun (2024) Operational Risk Measurement in Commercial Banks from the Joint Perspective of Multivariate Modeling and Theory. In: Proceedings of the 3rd International Conference on Mathematical Statistics and Economic Analysis, MSEA 2024, May 24–26, 2024, Jinan, China.
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Abstract
For commercial banks, operational risk has become as important as market and credit risks. By dividing the operational risk units, establishing the EVT loss intensity POT model, determining the optimal thresholds, and constructing the correlation structure of the operational risk units through the E
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 18:02 |
| Last Modified: | 16 Apr 2026 22:42 |
| URI: | http://eprints.eai.eu/id/eprint/50864 |
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