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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
V<sub>souhrn</sub> - Summary research report
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
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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
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Publisher/client name
ČSOB a.s.
Version
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