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~isPartOf:"The journal of operational risk"
~subject:"Bank risk"
~subject:"Financial services"
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Bank risk
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Risikomaß
47
Risk measure
47
Operational risk
37
Operationelles Risiko
37
Risikomanagement
27
Risk management
27
Statistical distribution
20
Statistische Verteilung
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The journal of operational risk
Journal of banking & finance
26
Journal of risk
18
Risks : open access journal
18
Finance research letters
11
Insurance / Mathematics & economics
11
Journal of financial stability
11
Journal of risk management in financial institutions
11
Economic modelling
9
European journal of operational research : EJOR
7
The European journal of finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of risk model validation
7
Discussion paper
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International review of financial analysis
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CFS working paper series
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Dresdner Beiträge zu quantitativen Verfahren
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Journal of economic dynamics & control
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Journal of financial regulation and compliance : an international journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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Risiko-Manager
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SpringerLink / Bücher
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The journal of credit risk : published quarterly by Incisive Media
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Basel III, Risikomanagement und neue Bankenaufsicht
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Contemporary economics
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ECONIS (ZBW)
19
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1
Semi-nonparametric estimation of operational risk capital with extreme loss events
Chen, Heng Z.
;
Cosslett, Stephen R.
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
Saved in:
2
How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian
;
Wang, Yinghui
;
Liu, Mingxi
;
Li, Jianping
- In:
The journal of operational risk
18
(
2023
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014490122
Saved in:
3
Measurement of operational risk regulatory capital in the banking sector : developed countries versus emerging markets
Hassanein, Medhat
;
Bouaddi, Mohammed
;
Karim, Talha
- In:
The journal of operational risk
16
(
2021
)
1
,
pp. 12-43
Persistent link: https://www.econbiz.de/10013168027
Saved in:
4
Extreme value theory for operational risk in insurance : a case study
Vyskočil, Michal
;
Koudelka, Jiří
- In:
The journal of operational risk
16
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013177451
Saved in:
5
Qualification of operational risk : statistical insights on coherent risk measures
Vee, Dany Ng Cheong
;
Gonpot, Preethee Nunkoo
; …
- In:
The journal of operational risk
14
(
2019
)
2
,
pp. 39-59
Persistent link: https://www.econbiz.de/10012052410
Saved in:
6
A review of the state of the art in quantifying operational risk
Benito, Sonia
;
Martín, Carmen López
- In:
The journal of operational risk
13
(
2018
)
4
,
pp. 89-129
Persistent link: https://www.econbiz.de/10011976061
Saved in:
7
Bayesian operational risk models
Figini, Silvia
;
Gao, Lijun
;
Giudici, Paolo
- In:
The journal of operational risk
10
(
2015
)
2
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011298859
Saved in:
8
Modeling correlated frequencies with application in operational risk management
Badescu, Andrei L.
;
Gong, Lan
;
Lin, X. Sheldon
;
Tang, Dameng
- In:
The journal of operational risk
10
(
2015
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011298878
Saved in:
9
A comparison of alternative mixing models for external data in operational risk
Torresetti, Roberto
;
Le Pera, Giacomo
- In:
The journal of operational risk
10
(
2015
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011442580
Saved in:
10
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:
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