Functional correlation approach to operational risk in banking organizations

Physica A: Statistical Mechanics and its Applications

Volumn 322, Issue , 2003, Pages 650-666

  Kühn, Reimer ^a   Neu, Peter ^b  

^a INSTITUT FÜR THEORETISCHE PHYSIK   (Germany)

^b Dresdner Bank AG   (Germany)

Author keywords

Bubble nucleation; Collective behaviour in operational risks; First order phase transitions; Value at Risk

Indexed keywords

CORRELATION METHODS; INDUSTRIAL ECONOMICS; RISK MANAGEMENT; SOCIETIES AND INSTITUTIONS;

BUBBLE NUCLEATION;

FINANCE;

EID: 0344511673     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(02)01822-8     Document Type: Article

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21. R. Kühn, P. Neu, in preparation.