Capital Requirements to Cover Operational Risk in Financial Institutions of Emerging Markets A Gaussian Copula Model.

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Bibliographic Details
Title: Capital Requirements to Cover Operational Risk in Financial Institutions of Emerging Markets A Gaussian Copula Model.
Authors: Johanna Garzón-Rozo, Betty1, johanna.garzon@ed.ac.uk, Paola Martín-Bernal, Claudia2, cmartibe@banrep.gov.co, Rueda-Velasco, Feizar3, fjruedav@udistrital.edu.co
Source: Ingeniería (0121-750X); Jan-Apr2022, Vol. 27 Issue 1, p1-19, 19p
Database: Applied Science & Technology Source
Description
ISSN:0121750X
DOI:10.14483/23448393.18575