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Peña et al., 2018 - Google Patents

A fuzzy credibility model to estimate the Operational Value at Risk using internal and external data of risk events

Peña et al., 2018

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Document ID
2218471021676605047
Author
Peña A
Bonet I
Lochmuller C
Patiño H
Chiclana F
Góngora M
Publication year
Publication venue
Knowledge-Based Systems

External Links

Snippet

Abstract Operational Risk (OpR) refers to the possibility of suffering losses resulting from inadequate or failure of processes and/or technology, inadequate behaviour of people or external events. OpR was one of the main risks that led to the 2008 global financial crisis …
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Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G06Q40/025—Credit processing or loan processing, e.g. risk analysis for mortgages
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    • G06Q10/00—Administration; Management
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