Original title: Použití koherentních metod měření rizika v modelování operačních rizik
Translated title: The use of coherent risk measures in operational risk modeling
Authors: Lebovič, Michal ; Teplý, Petr (advisor) ; Doležel, Pavel (referee)
Document type: Master’s theses
Year: 2012
Language: eng
Abstract: [eng] [cze]

Keywords: expected shortfall; metoda distribuce ztrát (LDA); metody měření rizika; ohrožená hodnota; operační riziko; pokročilé metody měření (AMA); teorie extrémních hodnot; advanced measurement approach; expected shortfall; extreme value theory; loss distribution approach; operational risk; risk measures; value-at-risk

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/40523

Permalink: http://www.nusl.cz/ntk/nusl-304828


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2017-05-09, last modified 2022-03-04


No fulltext
  • Export as DC, NUŠL, RIS
  • Share