The effect of stressed economic conditions on operational risk loss distributions
The depth and duration of the credit crisis has highlighted a number of problems in modern finance. Banks have been accused of excessive risk taking, rating agencies of severe conflicts of interest, central banks of neglecting the inflation of asset price bubbles and national supervisors of lax regu...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
2010-12-01
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| Series: | South African Journal of Economic and Management Sciences |
| Online Access: | https://sajems.org/index.php/sajems/article/view/25 |