Narrow search
Showing 1 - 10 of 58
Cover Image
Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses
Mo, Jianming; Gao, Xiang - In: The journal of operational risk 15 (2020) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10013177332
Cover Image
Forward-looking and incentive-compatible operational risk capital framework
Migueis, Marco - In: The journal of operational risk 13 (2018) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10011962170
Cover Image
Is operational risk regulation forward looking and sensitive to current risks?
Migueis, Marco - In: The journal of operational risk 13 (2018) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10011976052
Cover Image
Estimating operational risk capital for correlated, rare events
Mittnik, Stefan; Yener, Stefan - In: The journal of operational risk 4 (2009/10) 4, pp. 29-51
Persistent link: https://www.econbiz.de/10003930044
Cover Image
Capital charges for operational risk in the Indian banking sector: alternative measures
Correa, Romar; Raju, Swati - In: The journal of operational risk 5 (2010/11) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10003971943
Cover Image
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
Persistent link: https://www.econbiz.de/10008702808
Cover Image
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
Persistent link: https://www.econbiz.de/10008823253
Cover Image
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
Persistent link: https://www.econbiz.de/10011298872
Cover Image
Measuring risk with ordinal variables
Figini, Silvia; Giudici, Paolo - In: The journal of operational risk 8 (2013) 2, pp. 35-43
Persistent link: https://www.econbiz.de/10009774216
Cover Image
Modelling macroeconomic effects and expert judgement in operational risk : a Bayesian approach
Capa Santos, Holger; Kratz, Marle; Mosquera Mun̄oz, … - In: The journal of operational risk 7 (2012) 4, pp. 3-23
Persistent link: https://www.econbiz.de/10009701800