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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
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Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver; Klüppelberg, Claudia; Paterlini, Sandra - In: Journal of banking & finance 117 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
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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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The determinants of reputational risk in the banking sector
Fiordelisi, Franco; Soana, Maria-Gaia; Schwizer, Paola - In: Journal of banking & finance 37 (2013) 5, pp. 1359-1371
Persistent link: https://www.econbiz.de/10009729112
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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
Jarrow, Robert A. - In: Journal of banking & finance 32 (2008) 5, pp. 870-879
Persistent link: https://www.econbiz.de/10003702814
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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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A new approach to optimal capital allocation for RORAC maximization in banks
Kang, Woo-Young; Poshakwale, Sunil S. - In: Journal of banking & finance 106 (2019), pp. 153-165
Persistent link: https://www.econbiz.de/10012224261
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Why 'Basel II' may need a leverage ratio restriction
Blüm, Jürg M. - In: Journal of banking & finance 32 (2008) 8, pp. 1699-1707
Persistent link: https://www.econbiz.de/10003749421
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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