Essays on operational risk in the financial services industry:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
2011
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Enth. außerdem 4 Sonderabdr. aus verschiedenen Zeitschr. |
| Beschreibung: | IV, 105 Bl. graph. Darst. |
Internformat
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Datensatz im Suchindex
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| adam_text | UNIVERSITAT ULM
FAKULTAT FUR MATHEMATIK UND WIRTSCHAFTSWISSENSCHAFTEN
ESSAYS ON OPERATIONAL RISK IN THE FINANCIAL SERVICES INDUSTRY
ULM UNIVERSITY UNIVERSITAT
UUIM
DISSERTATION ZUR ERLANGUNG DES AKADEMISCHEN GRADES EINES
DOKTORS DER WIRTSCHAFTSWISSENSCHAFTEN (DR. RER. PO.L.)
AN DER FAKULTAT FUR MATHEMATIK UND WIRTSCHAFTSWISSENSCHAFTEN DER
UNIVERSITAT ULM
VORGELEGT VON
DIPLOM-KAUFMANN CHRISTIAN HESS
AMTIERENDER DEKAN:
VORSITZENDER DES
PROMOTIONSAUSSCHUSSES:
GUTACHTER:
DATUM DER PROMOTION:
PROF. DR. PAUL WENTGES
PROF. DR. LEO BRECHT
PROF. DR. MARTIN ELING
PROF. DR. HANS-JOACHIM ZWIESLER
12. DEZEMBER2011
TABLE OF CONTENTS
TABLE OF CONTENTS I
LIST OF ABBREVIATIONS II
ACCOMPANYING PAPERS IV
1 INTRODUCTION 1
1.1 RESEARCH AREA 1
1.2 MOTIVATION AND RESEARCH OBJECTIVES 1
1.3 EMPIRICAL DATA SET 6
1.4 SUMMARY OF RESEARCH PAPERS AND THEMATIC RELATIONSHIP 7
1.5 CONTRIBUTION AND MAIN ECONOMIC INSIGHTS OF THIS THESIS 14
BIBLIOGRAPHY .I 17
2 ACCOMPANYING PAPERS 20
PAPER 1 CAN THE SINGLE-LOSS APPROXIMATION METHOD COMPETE WITH THE
STANDARD
MONTE CARLO SIMULATION TECHNIQUE? : 20
PAPER 2 THRESHOLD SELECTION FOR EXTREME VALUE THEORY LOSS MODELS - AN
EMPIRICAL EVALUATION OF DANIELSSON S BOOTSTRAP METHOD FOR FINANCIAL
SERVICES OPRISKDATA 34
PAPER 3 THE IMPACT OF THE FINANCIAL CRISIS ON OPERATIONAL RISK IN THE
FINANCIAL
SERVICES INDUSTRY, EMPIRICAL EVIDENCE 59
PAPER 4 MULTIVARIATE OPRISK MODELING-DETERMINANTS OF A SUPER-ADDITIVE
VALUE-AT-RISK .- 73
KURZFASSUNG 97
CURRICULUM VITAE 104
|
| any_adam_object | 1 |
| author | Hess, Christian 1979- |
| author_GND | (DE-588)1019190868 |
| author_facet | Hess, Christian 1979- |
| author_role | aut |
| author_sort | Hess, Christian 1979- |
| author_variant | c h ch |
| building | Verbundindex |
| bvnumber | BV039850697 |
| classification_rvk | QK 320 QQ 630 |
| ctrlnum | (OCoLC)775133784 (DE-599)DNB1019191015 |
| dewey-full | 332.1 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.1 |
| dewey-search | 332.1 |
| dewey-sort | 3332.1 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| spelling | Hess, Christian 1979- Verfasser (DE-588)1019190868 aut Essays on operational risk in the financial services industry vorgelegt von Christian Hess 2011 IV, 105 Bl. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Enth. außerdem 4 Sonderabdr. aus verschiedenen Zeitschr. Ulm, Univ., Diss., 2011 Finanzwirtschaft (DE-588)4017214-4 gnd rswk-swf Risikomaß (DE-588)4716345-8 gnd rswk-swf Operationelles Risiko (DE-588)7518581-7 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4113937-9 Hochschulschrift gnd-content Operationelles Risiko (DE-588)7518581-7 s Finanzwirtschaft (DE-588)4017214-4 s Risikomaß (DE-588)4716345-8 s DE-188 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024710438&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Hess, Christian 1979- Essays on operational risk in the financial services industry Finanzwirtschaft (DE-588)4017214-4 gnd Risikomaß (DE-588)4716345-8 gnd Operationelles Risiko (DE-588)7518581-7 gnd |
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| title | Essays on operational risk in the financial services industry |
| title_auth | Essays on operational risk in the financial services industry |
| title_exact_search | Essays on operational risk in the financial services industry |
| title_full | Essays on operational risk in the financial services industry vorgelegt von Christian Hess |
| title_fullStr | Essays on operational risk in the financial services industry vorgelegt von Christian Hess |
| title_full_unstemmed | Essays on operational risk in the financial services industry vorgelegt von Christian Hess |
| title_short | Essays on operational risk in the financial services industry |
| title_sort | essays on operational risk in the financial services industry |
| topic | Finanzwirtschaft (DE-588)4017214-4 gnd Risikomaß (DE-588)4716345-8 gnd Operationelles Risiko (DE-588)7518581-7 gnd |
| topic_facet | Finanzwirtschaft Risikomaß Operationelles Risiko Aufsatzsammlung Hochschulschrift |
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