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person:"Scandizzo, Sergio"
subject:"Bankrisiko"
~accessRights:"restricted"
~person:"Cohen, Ruben D."
~person:"Vähämaa, Sami"
~subject:"operational risk"
~type_genre:"Article in journal"
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Bankrisiko
operational risk
Risikomanagement
8
Risk management
8
Bank risk
6
Financial services
5
Finanzdienstleistung
5
Operational risk
5
Operationelles Risiko
5
Measurement
4
Messung
4
Bank risk-taking
3
Basel Accord
3
Basler Akkord
3
Financial crisis
3
Finanzkrise
3
Loss
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Systemic risk
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Systemrisiko
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Risk measure
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advanced measurement approach (AMA)
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capital model
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dimensional analysis
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loss distribution approach (LDA)
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Anreiz
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Delta conditional value at risk
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Article in journal
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English
7
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Scandizzo, Sergio
Cohen, Ruben D.
Vähämaa, Sami
Li, Jianping
10
Zhu, Xiaoqian
9
Curti, Filippo
6
McConnell, Patrick
5
Migueis, Marco
5
Mihov, Atanas
4
Mitic, Peter
4
Raviv, Alon
4
Xu, Yuqian
4
Acharya, Viral V.
3
Broll, Udo
3
Chaudhry, Sajid M.
3
Crook, Jonathan N.
3
Embrechts, Paul
3
Galletta, Simona
3
Grimwade, Michael
3
Hagendorff, Jens
3
Hassani, Bertrand
3
Hurlin, Christophe
3
Iqbal, Jamshed
3
Mazzù, Sebastiano
3
Nahar, Shamsun
3
Pakhchanyan, Suren
3
Peters, Gareth
3
Scannella, Enzo
3
Strobl, Sascha
3
Wang, Yinghui
3
Webb, Robert
3
Wei, Lu
3
Wu, Dengsheng
3
Abdymomunov, Azamat
2
Addi, Abdelhamid
2
Afzal, Ayesha
2
Al-Yahyaee, Khamis Hamed
2
Allan, Neil
2
Andrieş, Alin Marius
2
Ashby, Simon
2
Azim, Mohammad
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The journal of operational risk
4
Finance research letters
1
Journal of economics & business
1
Review of quantitative finance and accounting
1
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ECONIS (ZBW)
7
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1
An investigation of cyber loss data and its links to operational risk
Cohen, Ruben D.
;
Humphries, Jonathan
;
Veau, Sabrina
; …
- In:
The journal of operational risk
14
(
2019
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012132742
Saved in:
2
Managerial risk-taking incentives and the systemic risk of financial institutions
Iqbal, Jamshed
;
Vähämaa, Sami
- In:
Review of quantitative finance and accounting
53
(
2019
)
4
,
pp. 1229-1258
Persistent link: https://www.econbiz.de/10012234510
Saved in:
3
An operational risk capital model based on the loss distribution approach
Cohen, Ruben D.
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10011895047
Saved in:
4
The issues with the standardized measurement approach and a potential future direction for operational risk capital modeling
Cohen, Ruben D.
- In:
The journal of operational risk
12
(
2017
)
3
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011848850
Saved in:
5
Measuring systemic risk : a comparison of alternative market-based approaches
Kleinow, Jacob
;
Moreira, Fernando
;
Strobl, Sascha
; …
- In:
Finance research letters
21
(
2017
),
pp. 40-46
Persistent link: https://www.econbiz.de/10011807485
Saved in:
6
An assessment of operational loss data and its implications for risk capital modeling
Cohen, Ruben D.
- In:
The journal of operational risk
11
(
2016
)
3
,
pp. 71-95
Persistent link: https://www.econbiz.de/10013177162
Saved in:
7
Corporate governance and the systemic risk of financial institutions
Iqbal, Jamshed
;
Strobl, Sascha
;
Vähämaa, Sami
- In:
Journal of economics & business
82
(
2015
),
pp. 42-61
Persistent link: https://www.econbiz.de/10011476107
Saved in:
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