本文關(guān)鍵詞：宏觀經(jīng)濟(jì)變量影響下的銀行極端操作風(fēng)險(xiǎn)研究，由筆耕文化傳播整理發(fā)布。

宏觀經(jīng)濟(jì)變量影響下的銀行極端操作風(fēng)險(xiǎn)研究 作者: 楊青, 張亮亮, 魏立新, YANG Qing, ZHANG Liang-liang, WEI Li-xin 作者單位: 楊青,魏立新,YANG Qing,WEI Li-xin復(fù)旦大學(xué)經(jīng)濟(jì)學(xué)院金融研究院,上海,200433, 張亮 亮,ZHANG Liang-liang光大證券股份有限公司風(fēng)險(xiǎn)管理部,上海,200040 刊名: 管理科學(xué)學(xué)報(bào) 英文刊名: Journal of Management Sciences in China 年,卷期: 2012,156 參考文獻(xiàn)28條 1.Craz M G Modeling,Measuring and Hedging Operational Risk 2002 2.Allen L;Boudoukh J;Saunders A Understanding Market,Credit,and Operational Risk:The Value at Risk Approach 2004 3.Wilson D VaR in operation 199502 4.McNeil A J Extreme Value Theory for Risk Managers 1999 5.Medova E A;Kyriacou M N Extremes in Operational Risk Management 2002 6.King J L Operational Risk:Measurement and Modeling 2001 7.Horbenko N;Ruckdeschel P;Bae T Robust estimation of operational risk 201102 8.Fheili M L Information technology at the forefront of operational risk:Banks are at a greater risk 201102 9.Rosenberg J V;Schuermann T A general approach to integrated risk management with skewed,fat-tailed risks 200603 10.Chavez-Demoulin V;Embrechts P;Neslehová J Quantitative models for operational risk:Extremes,dependence and aggregation 200610 11.Taylor J W Using exponentially weighted quantile regression to estimate value at risk and expected shortfall 200803 12.鐘偉;王元 略論新巴塞爾協(xié)議的操作風(fēng)險(xiǎn)管理框架[期刊論文]-國際金融研究 200404 13.陳學(xué)華;楊輝耀;黃向陽 POT模型在商業(yè)銀行操作風(fēng)險(xiǎn)度量中的應(yīng)用[期刊論文]-管理科學(xué) 200301 14.魏宇 股票市場(chǎng)的極值風(fēng)險(xiǎn)測(cè)度及后驗(yàn)分析研究[期刊論文]-管理科學(xué)學(xué)報(bào) 200801 15.林宇;黃登仕;魏宇 胖尾分布及長記憶下的動(dòng)態(tài)EVT-VaR測(cè)度研究[期刊論文]-管理科學(xué)學(xué)報(bào) 201107 16.溫紅梅;姚鳳閣 CVaR在操作風(fēng)險(xiǎn)度量與控制中的應(yīng)用分析[期刊論文]-哈爾濱商業(yè)大學(xué)學(xué)報(bào)(社會(huì)科學(xué)版) 200801

  本文關(guān)鍵詞：宏觀經(jīng)濟(jì)變量影響下的銀行極端操作風(fēng)險(xiǎn)研究，，由筆耕文化傳播整理發(fā)布。