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~isPartOf:"The journal of operational risk"
~person:"Ambrose, Brent William"
~person:"Guégan, Dominique"
~person:"Hogan, Thomas L."
~person:"Jagtiani, Julapa"
~person:"Sironi, Andrea"
~subject:"Mortgage"
~subject:"Regulation"
~subject:"Risikomaß"
~type:"article"
~type_genre:"Article in journal"
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Ambrose, Brent William
Guégan, Dominique
Hogan, Thomas L.
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Sironi, Andrea
Hassani, Bertrand K.
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The journal of operational risk
Journal of financial services research : JFSR
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Review of financial economics : RFE
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CESifo DICE report : journal for institutional comparisons
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International journal of risk assessment and management : IJRAM
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Journal of financial intermediation
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Journal of financial regulation and compliance : an international journal
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Journal of regulatory economics
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Journal of risk and financial management : JRFM
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Journal of risk management in financial institutions
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Using a time series approach to correct serial correlation in operational risk capital calculation
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
The journal of operational risk
8
(
2013
)
3
,
pp. 31-56
Persistent link: https://www.econbiz.de/10010248377
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2
An efficient threshold choice for the computation of operational risk capital
Guégan, Dominique
;
Hassani, Bertrand K.
;
Naud, Cédric
- In:
The journal of operational risk
6
(
2011/12
)
4
,
pp. 3-19
Persistent link: https://www.econbiz.de/10009422506
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