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Application of the convolution operator for scenario integration with loss data in operational risk modeling

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The death of one thousand flowers or the AMA reborn?

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Bank Management and Control : Strategy, Pricing, Capital and Risk Management

Wernz, Johannes - 2020 - 2nd ed. 2020.

1 Outline -- 2 Bank Management and Steering -- 3 Banks in their Regulatory and Economic Environment -- 4 Risk Modeling and Capital - Credit Risk (Loans) -- 5 Risk Modeling and Capital - Counterparty Credit Risk (EPE) -- 6 Risk Modeling and Capital - Credit Risk (Securitizations) -- 7 Risk...

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A nonlinear analysis of operational risk events in Australian banks

Li, Yifei; Allan, Neil; Evans, John - In: The journal of operational risk 12 (2017) 1, pp. 1-22

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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

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The information value of past losses in operational risk

Curti, Filippo; Migueis, Marco - In: The journal of operational risk 18 (2023) 2, pp. 1-36

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A review of the key issues in operational risk capital modeling

Chaudhury, Mohammed M. - In: The journal of operational risk 5 (2010/11) 3, pp. 37-66

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The calculation of minimum regulatory capital using single-loss approximations

Degen, Matthias - In: The journal of operational risk 5 (2010/11) 4, pp. 3-17

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An assessment of the efficiency of operational risk management in Taiwan's banking industry : an application of the stochastic frontier approach

Liu, Hsiang-hsi; Cortes, Mauricio - In: The journal of operational risk 10 (2015) 1, pp. 127-156

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Modeling operational risk capital : the inconvenient truth

McConnell, Patrick - In: The journal of operational risk 10 (2015) 4, pp. 73-111

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