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Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul; Wang, Bin; Wang, Ruodu - In: Finance and stochastics 19 (2015) 4, pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
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Robustness in the optimization of risk measures
Embrechts, Paul; Schied, Alexander; Wang, Ruodu - In: Operations research 70 (2022) 1, pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
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Strategic and technology risks : the case of Co-operative Bank
McConnell, Patrick - In: The journal of operational risk 15 (2020) 2, pp. 63-89
Persistent link: https://www.econbiz.de/10013177372
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Operational risk : a forgotten case study
McConnell, Patrick - In: The journal of operational risk 13 (2018) 3, pp. 47-76
Persistent link: https://www.econbiz.de/10011962176
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A Darwinian view on internal models
Embrechts, Paul - In: Journal of risk 20 (2017/2018) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10011847418
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Quantile-based risk sharing
Embrechts, Paul; Liu, Haiyan; Wang, Ruodu - In: Operations research 66 (2018) 4, pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
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Behavioral risks at the systemic level
McConnell, Patrick - In: The journal of operational risk 12 (2017) 3, pp. 31-63
Persistent link: https://www.econbiz.de/10011848859
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Standardized measurement approach : is comparability attainable?
McConnell, Patrick - In: The journal of operational risk 12 (2017) 1, pp. 71-110
Persistent link: https://www.econbiz.de/10011639738
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Modeling systemic operational risk in the Covid-19 pandemic
McConnell, Patrick - In: The journal of operational risk 17 (2022) 3, pp. 25-59
Persistent link: https://www.econbiz.de/10014247282
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Systemic operational risk in the Australian banking system : the Royal Commission
McConnell, Patrick - In: The journal of operational risk 17 (2022) 4, pp. 67-112
Persistent link: https://www.econbiz.de/10014367189