Operational Risk Assessment Using Bayesian Inference with Regard to the Composition of Data Sources and the Assumption of Dependence between Experts and Internal Loss Data
In order to measure hedge funds operating under the wings of two documented, many financial institutions tend to use the loss distribution approach. But a loss distribution approach requires a large number of internal loss data in order to have the necessary performance, so due to limitations in the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Alzahra University
2018-04-01
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| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | http://jfm.alzahra.ac.ir/article_3227_1fd303b4b075d69ebbd1fe0e0b83f498.pdf |