DOI:
https://doi.org/10.14483/23448393.18575Published:
2022-01-04Issue:
Vol. 27 No. 1 (2022): January-AprilSection:
Sección Especial: Mejores artículos extendidos - WEA 2021Capital Requirements to Cover Operational Risk in Financial Institutions of Emerging Markets. A Gaussian Copula Model
Keywords:
operational risk, Loss Distribution Approach (LDA), multivariate copulas, emerging markets (en).Keywords:
riesgo operativo, Modelo de Distribución de Pérdidas Agregadas (LDA), cópulas multivariadas, mercados emergentes (es).Downloads
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