Qualitative operational value at risk for an electric utility based on the guidelines of the basel committee
| Data(s) |
2014
|
|---|---|
| Resumo |
This paper presents a model for determining value at operational risk ?OpVaR? in electric utilities, with the aim to confirm the versatility of the Bank for International Settlements (BIS) proposals. The model intends to open a new methodological approach in risk management, paying special attention to underlying operational sources of risk. |
| Formato |
application/pdf |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
E.T.S.I. Industriales (UPM) |
| Relação |
http://oa.upm.es/36769/1/INVE_MEM_2014_194259.pdf http://www.ism.lu.se/en/sites/ism.lu.se.en/files/qmod_2014_final_program_with_welcome_20140819.pdf |
| Direitos |
http://creativecommons.org/licenses/by-nc-nd/3.0/es/ info:eu-repo/semantics/openAccess |
| Fonte |
Proceedings of the 17th QMOD- ICQSS International Conference on Quality Management and Service Sciences | 17th QMOD - ICQSS International Conference on Quality Management and Service Sciences | 3-5 Sep, 2014 | Prague, Czech Republic |
| Palavras-Chave | #Economía #Energía Eléctrica |
| Tipo |
info:eu-repo/semantics/conferenceObject Ponencia en Congreso o Jornada PeerReviewed |
