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Model uncertainty and VaR aggregation
Embrechts, Paul; Puccetti, Giovanni; Rüschendorf, Ludger - In: Journal of banking & finance 37 (2013) 8, pp. 2750-2764
Persistent link: https://www.econbiz.de/10009776377
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Operational risk is more systemic than you think : evidence from US bank holding companies
Berger, Allen N.; Curti, Filippo; Mihov, Atanas; … - In: Journal of banking & finance 143 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013533774
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Operational risk and reputation in financial institutions : does media tone make a difference?
Barakat, Ahmed; Ashby, Simon; Fenn, Paul T.; Bryce, Cormac - In: Journal of banking & finance 98 (2019), pp. 1-24
Persistent link: https://www.econbiz.de/10012162237
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The dynamics of operational loss clustering
Chernobai, Anna; Yildirim, Yildiray - In: Journal of banking & finance 32 (2008) 12, pp. 2655-2666
Persistent link: https://www.econbiz.de/10003795882
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Operational risk and reputation in the financial industry
Gillet, Roland; Hübner, Georges; Plunus, Séverine - In: Journal of banking & finance 34 (2010) 1, pp. 224-235
Persistent link: https://www.econbiz.de/10003906266
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Scaling models for the severity and frequency of external operational loss data
Dahen, Hela; Dionne, Georges - In: Journal of banking & finance 34 (2010) 7, pp. 1484-1496
Persistent link: https://www.econbiz.de/10008649468
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A comprehensive analysis of the effects of risk measures on bank efficiency : evidence from emerging Asian countries
Sun, Lei; Chang, Tzu-pu - In: Journal of banking & finance 35 (2011) 7, pp. 1727-1735
Persistent link: https://www.econbiz.de/10009247615
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Board composition and operational risk events of financial institutions
Wang, Tawei; Hsu, Carol - In: Journal of banking & finance 37 (2013) 6, pp. 2042-2051
Persistent link: https://www.econbiz.de/10009742490
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Sudden crash or long torture : the timing of market reactions to operational loss events
Biell, Lis; Muller, Aline - In: Journal of banking & finance 37 (2013) 7, pp. 2628-2638
Persistent link: https://www.econbiz.de/10009760575
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Flexible dependence modeling of operational risk losses and its impact on total capital requirements
Brechmann, Eike; Czado, Claudia; Paterlini, Sandra - In: Journal of banking & finance 40 (2014), pp. 271-270
Persistent link: https://www.econbiz.de/10010402193