Measuring Operational Risk Exposures in Islamic Banking: A Proposed Measurement Approach
The aim of the paper is to propose a model, namely Delta-Gamma Sensitivity Analysis-Extreme Value Theory (DGSA-EVT). DGSA-EVT is a model to measure HF-LS and LF-HS type of operational risks. The first leg of the proposed model, namely DGSA, is a methodology that deals with propagation of errors in t...
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| Veröffentlicht in: | Islamic economic studies - I.R.T.I. 2012-01, Vol.20 (1), p.45-86 |
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| Format: | Artikel |
| Sprache: | eng |
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| Online-Zugang: | Volltext |
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