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What are the actual costs of cyber risk events?
Eling, Martin; Wirfs, Jan Hendrik - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1109-1119
Persistent link: https://www.econbiz.de/10011942833
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Standardized measurement approach extension to integrate insurance deduction into operational risk capital requirement
Piacenza, Fabio; Belloni, Claudia - In: The journal of operational risk 12 (2017) 4, pp. 31-49
Persistent link: https://www.econbiz.de/10013177181
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Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses
Mo, Jianming; Gao, Xiang - In: The journal of operational risk 15 (2020) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10013177332
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An emergent taxonomy for operational risk : capturing the wisdom of crowds
Carrivick, Luke; Bishop, Steve; Ivell, Tom; Wong, Valerie; … - In: The journal of operational risk 15 (2020) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10013177357
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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
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Operational risk modelling in insurance and banking
Vukovic, Ognjen - In: Inventi impact: microfinance & banking (2016) 3, pp. 172-184
Persistent link: https://www.econbiz.de/10011567927
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Operational risk measurement : a loss distribution approach with segmented dependence
Zhu, Xiaoqian; Wang, Yinghui; Li, Jianping - In: The journal of operational risk 14 (2019) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10012052383
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Operational risk and the Solvency II capital aggregation formula : implications of the hidden correlation assumptions
Cifuentes, Arturo; Charlin, Ventura - In: The journal of operational risk 11 (2016) 4, pp. 23-33
Persistent link: https://www.econbiz.de/10013177176
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Modeling operational risk incorporating reputation risk : an integrated analysis for financial firms
Eckert, Christian; Gatzert, Nadine - In: Insurance / Mathematics & economics 72 (2017), pp. 122-137
Persistent link: https://www.econbiz.de/10011694399
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Benchmarking operational risk models
Curti, Filippo; Ergen, Ibrahim; Le, Minh; Migueis, Marco; … - 2016
The 2004 Basel II accord requires internationally active banks to hold regulatory capital for operational risk, and the Federal Reserve's Comprehensive Capital Analysis and Review (CCAR) requires banks to project operational risk losses under stressed scenarios. As a result, banks subject to...
Persistent link: https://www.econbiz.de/10011578378