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The calculation of portofolio unexpected loss in credit and operational risk
Samuels, Michael - In: Journal of risk management in financial institutions 5 (2011/12) 1, pp. 76-85
Persistent link: https://www.econbiz.de/10009503109
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Stress test design
Canabarro, Eduardo Antonio Duarte - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 52-61
Persistent link: https://www.econbiz.de/10010259565
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Evaluation of the Basel VaR-based market risk charge and proposals for a needed adjustment
Fricke, Jens; Pauly, Ralf - In: Journal of risk management in financial institutions 5 (2011/12) 4, pp. 398-420
Persistent link: https://www.econbiz.de/10009658000
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The fundamental review of trading book: New standard approach and risk management impacts
Poretta, Pasqualina; Agnese, Paolo - In: Journal of risk management in financial institutions 14 (2020/2021) 2, pp. 209-219
Persistent link: https://www.econbiz.de/10012613991
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Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter - In: Journal of risk management in financial institutions 17 (2023) 1, pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
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Capital allocation for operational risk
Brunner, Michael; Piacenza, Fabio; Monti, Fabio; … - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 165-174
Persistent link: https://www.econbiz.de/10003831746
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Financial services in crises : operational risk management to the rescue!
Grody, Allan D.; Hughes, Peter J. - In: Journal of risk management in financial institutions 2 (2008/09) 1, pp. 47-56
Persistent link: https://www.econbiz.de/10003790617
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Diversification effects in operational risk: a robust approach
Monti, Fabio; Brunner, Michael; Piacenza, Fabio; … - In: Journal of risk management in financial institutions 3 (2009/10) 3, pp. 243-258
Persistent link: https://www.econbiz.de/10003991473
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The BIS operational risk reviews : let us not miss the chance of necessary change
Millar, David - In: Journal of risk management in financial institutions 5 (2011/12) 4, pp. 359-362
Persistent link: https://www.econbiz.de/10009658005
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Operational risk : a Basel II + + step before Basel III
Guégan, Dominique; Hassani, Bertrand K. - In: Journal of risk management in financial institutions 6 (2012/13) 1, pp. 37-53
Persistent link: https://www.econbiz.de/10009722605