Extremal Events in a Bank Operational Losses

@article{Dahen2010ExtremalEI,
  title={Extremal Events in a Bank Operational Losses},
  author={H. Dahen and G. Dionne and Daniel Zajdenweber},
  journal={Banking & Financial Institutions eJournal},
  year={2010}
}
Extremal Events in a Bank Operational Losses Hela Dahen1, Georges Dionne1, Daniel Zajdenweber2 18 February 2010 1 HEC Montreal 2 Universite Paris X-Nanterre Abstract Operational losses are true dangers for banks, since their maximal values to signal default are difficult to predict. This risky situation is unlike default risk whose maximum values are limited by the amount of credit granted. For example, our data from a very large US bank show that this bank could suffer, on average, more than… Expand

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