Publication detail

The Application of Extreme Value Theory in Operational Risk Management

Author(s): prof. PhDr. Petr Teplý Ph.D.,
Type: Articles in journals with impact factor
Year: 2012
Number: 0
ISSN / ISBN: ISSN: 0013-3035
Published in: Journal of Economics, Slovakia
Publishing place: Bratislava, Slovakia
Keywords:
JEL codes:
Suggested Citation: Teplý, P. (2012): The Application of Extreme Value Theory in Operational Risk Management. Ekonomický časopis/Journal of Economics, 60, No. 7, pp. 698 – 716.
Grants: GACR 403/10/P278 (2010-2012) The Implications of The Global Crisis on Economic Capital Management of Financial Institutions
Abstract:
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