A dynamic integration approach of credit and operational risk measurement and management

QR Code

A dynamic integration approach of credit and operational risk measurement and management

Bibliographic Details
Main Author:	Haron, Mohd Azmi
Format:	Thesis
Language:	English
Published:	2016
Subjects:	Risk management - Mathematical models Credit - Mathematical models
Online Access:	http://psasir.upm.edu.my/id/eprint/92203/ http://psasir.upm.edu.my/id/eprint/92203/1/GSM%202016%2011%20UPM.pdf

Similar Items

The Measurement and Control of Credit Risk in the Chinese Banking Sector and the Application of CreditMetrics Model
by: Guo, Xiaofei
Published: (2006)

A study of credit risk measurement models：Evidence from Chinese listed companies
by: Zhao, Jing
Published: (2022)

Impact of Credit Risk in Farm Planning in the Chiang Mai Valley, Thailand: A Multiperiod Risk-Programming Analysis of Credit Reserves
by: Thani, Pichit
Published: (1993)

Chinese Credit Card Interest Rate: Recent Credit Card Pricing Model Progress and the Comparative Study
by: Wang, Ting
Published: (2008)

Credit Portfolio Management in Financial Institutions
by: Sawhney, Mamta
Published: (2005)

Option pricing and risk management: analytic approaches with GARCH-Lévy dynamics
by: Mozumder, Md. Sharif Ullah
Published: (2011)

A comprehensive method for evaluating and reducing risk factors for project implementation
by: Al-Adwani, Bader M. S. M.
Published: (2019)

Credit Risk Management in Chinese Banking Industry
by: Zhang, Lei
Published: (2006)

The Study of the significance of Fintech to the development of risk management
by: TANG, TIANYU
Published: (2017)

Sovereign credit risk spillover
by: Xie, Hui
Published: (2014)

Online P2P lending industry: an international analysis
by: Lan, Meijing
Published: (2019)

Mathematical Modeling and Analysis of Dengue Transmission Dynamics
by: Mohammed Garba, Salisu
Published: (2008)

An intentional approach to risk management processes and methods and the impact of the recent financial crisis.
by: Protopapas, Nikolas
Published: (2008)

Modelling credit products acceptance rate probabilities using dynamic programming and cross top application characteristics remainder offer characteristics tree
by: Tee, Ya Mei
Published: (2014)

Simulated optimization of reservoir operations of the Zayandehrud dam, Iran
by: Ziaei, Mina
Published: (2010)

Development of a two-level trade credit model with shortage for deteriorating products using hybrid metaheuristic algorithm
by: Molamohamadi, Zohreh
Published: (2015)

Dynamic and fractal approaches to measure business process performance
by: Moghtaderizadeh, Keivan
Published: (2018)

A consumer centred investigation of differentially private risk assessment models in consumer credit
by: Pena, Ana Rita
Published: (2025)

Risk Measure Propagation through Organisational Network
by: Shabnam, L., et al.
Published: (2014)

Parametric survival models with time-dependent covariate for mixed case interval-censored data
by: Kiani, Kaveh
Published: (2012)

Modelling doubly interval censored survival data via the log logistic distribution with covariate
by: Loh, Yue Fang
Published: (2017)

An empirical analysis of the determinants of bank's credit risk and evaluating the relationship between these determinants and the credit risk
by: Feng, Shu-Xin
Published: (2015)

Evaluating effectiveness of risk identification and management using organisational models
by: Bhuiyan, M., et al.
Published: (2011)

Improvement of a grey based method for supplier selection problem
by: Jadidi, Omid, et al.
Published: (2008)

Mathematical modelling and experimental investigation of multi-stage valve-less impedance pumping system
by: Kara kuni, Sharsad
Published: (2018)

Modelling an inventory management system using a system dynamic approach
by: Tavangar, Leila
Published: (2010)

Performance of GARCH models in forecasting stock market volatility.
by: Choo, Wei Chong, et al.
Published: (1999)

The Importance of 'Risk Radar' in Software Risk Management: A Case of a Malaysian Company
by: Suda, K., et al.
Published: (2010)

Essays in business cycles: housing market, adaptive learning, and credit market imperfections
by: Li, Jinke
Published: (2012)

Cross-Market Heding during The Credit Crunch
by: Huang, Yibing
Published: (2008)

The reputational effects of analysts' stock recommendations and credit ratings: evidence from operational risk announcements in the financial industry
by: Barakat, Ahmed, et al.
Published: (2018)

Em Approach on Influence Measures in Competing Risks Via Proportional Hazard Regression Model
by: Elfaki, Faiz. A. M.
Published: (2000)

Development of fuzzy control charts for monitoring manufacturing process with uncertain and vague observations
by: Jahromi, Seyed Mojtaba Zabihinpour
Published: (2015)

Robust detection measures and robust parameter estimation methods in circular univariate and simple circular regression model
by: Mahmood, Ehab Abdulsalam
Published: (2017)

Climate-smart decision support system for assessing water demand patterns under future climate change for Kerian rice irrigation scheme, Malaysia
by: Mohd Nasir, Muhammad Adib
Published: (2019)

Introduction of Credit Derivatives and Valuation of Credit Default Swap
by: Han, Lu
Published: (2006)

Impact of Risk Management Committee Characteristics and Institution Size on Credit Riskiness: A Study Based on Pakistani Financial Industry
by: Ahmad Rizvi, Syed Sami
Published: (2016)

Project risk management decision-making method for manufacturing system using statistical approaches
by: Alkandari, Khaled H. M. A.
Published: (2019)

Dynamic game theoretic models in predicting responses of competitors in oligopolistic markets
by: Shahrjerdi, Reza
Published: (2014)

Hybrid meta-heuristic algorithm for solving multi-objective aggregate production planning in fuzzy environment
by: Kalaf, Kalaf, Bayda Atiya
Published: (2017)