Fengge Yao

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Sorry, we do not have enough data to show an influence graph for this author.
Learn More
Keywords: Peak value method of extreme value theory Operational risks CVaR measurement model a b s t r a c t Management of operational risk is of prime importance in risk management for commercial banks, and many theoretical and practical studies of operational risk management have been carried out. Conditional value-at-risk (CVaR) models based on the peak(More)
  • 1