Martínez-Sánchez, José Francisco; Venegas-Martínez, … - In: Ensayos Revista de Economia XXXII (2013) 1, pp. 31-72
This paper identifies and quantifies through a Bayesian Network model (BN) the various factors of Operational Risk (OR) associated with business lines of transnational banks. The BN model is calibrated with data from events that occurred in different lines of business of such banks during...