Top-down approaches for integrated risk management: How accurate are they?

European Journal of Operational Research

Volumn 203, Issue 3, 2010, Pages 662-672

  Grundke, Peter ^a  

^a UNIVERSITY OF OSNABRÜCK   (Germany)

Author keywords

Bottom up approach; Copula function; Goodness of fit test; Risk management; Top down approach

Indexed keywords

BOTTOM-UP APPROACH; COPULA FUNCTION; COPULA FUNCTIONS; CREDIT QUALITY; CREDIT RISKS; FINANCIAL INSTITUTION; GOODNESS-OF-FIT TEST; INTEGRATED RISK MANAGEMENT; INTEGRATION APPROACH; MARGINAL DISTRIBUTION; MARKET RISKS; ON TIME; PROFIT AND LOSS; RISK TYPES; SIMULATION STUDIES; STOCHASTIC DEPENDENCE; TOP-DOWN APPROACH; TOPDOWN;

CORRELATION THEORY; IMPACT STRENGTH; PROFITABILITY; RISK ANALYSIS; RISK ASSESSMENT; RISK MANAGEMENT; TIME SERIES;

DECISION MAKING;

EID: 70449530594     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2009.09.015     Document Type: Article

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