Fuzzy Risk Measure for Operational Risk
Assem Tharwat, Ramadan A. ZeinEldin, Hamiden Abd El-Wahed Khalifa & Ahmed M. Saleim · Journal of Advances in Mathematics and Computer Science · 2018
Operational risk is one of the most hazardous types of risk banks face. Banks must take caution and reserve capital to meet these risks. Value at Risk (VaR) and Expected Shortfall (ES) used to measure operational risk and estimate the required capital to meet it. Value at Risk is...
Open access
Research Article
10.9734/JAMCS/2018/42625