【Key words】 operational risk; insurance mitigation; payment uncertainty; couterparty risk; extreme value theory;
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In this paper,insurance contracts are incorporated into the extreme value theory to measure the operational risk. The new risks are aslo considered such as the payment uncertainty,couterparty risk.
本文将保险合同纳入极值理论度量我国商业银行操作风险,考虑了银行投保后面临的新风险,如:还款不确定性,交易对手风险等。
参考来源 - 考虑保险缓释条件的我国商业银行操作风险度量·2,447,543篇论文数据,部分数据来源于NoteExpress
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