A practical application of extreme value theory to operational risk in banks

@article{Dahen2010APA,
  title={A practical application of extreme value theory to operational risk in banks},
  author={H. Dahen and G. Dionne and Daniel Zajdenweber},
  journal={Journal of Operational Risk},
  year={2010},
  volume={5},
  pages={63-78}
}
11 Citations
An analysis of operational risk events in US and European Banks 2008–2014
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