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Operational Risk Stochastic Modeling for ČSOB

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F17%3A10367496" target="_blank" >RIV/00216208:11320/17:10367496 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Operational Risk Stochastic Modeling for ČSOB

  • Original language description

    The goal of the project was to develop a fully adaptive and automatic tool for operational risk modelling and prediction using the advanced statistical theory. The tool is created in statistical software R. Having the input files in a given structure, the tool takes the data, makes the analysis and produces the outputs.

  • Czech name

  • Czech description

Classification

  • Type

    V<sub>souhrn</sub> - Summary research report

  • CEP classification

  • OECD FORD branch

    10103 - Statistics and probability

Result continuities

  • Project

  • Continuities

    N - Vyzkumna aktivita podporovana z neverejnych zdroju

Others

  • Publication year

    2017

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Number of pages

    31

  • Place of publication

  • Publisher/client name

    ČSOB a.s.

  • Version