Aquaro, V.; Bardoscia, M.; Bellotti, R.; Consiglio, A.; … - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 8, pp. 1721-1728
A system for Operational Risk management based on the computational paradigm of Bayesian Networks is presented. The algorithm allows the construction of a Bayesian Network targeted for each bank and takes into account in a simple and realistic way the correlations among different processes of...