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Application of the convolution operator for scenario integration with loss data in operational risk modeling
Aroda, Pavan; Guergachi, Aziz; Huang, Huaxiong - In: The journal of operational risk 10 (2015) 4, pp. 23-44
Persistent link: https://www.econbiz.de/10011442585
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Standardized measurement approach extension to integrate insurance deduction into operational risk capital requirement
Piacenza, Fabio; Belloni, Claudia - In: The journal of operational risk 12 (2017) 4, pp. 31-49
Persistent link: https://www.econbiz.de/10013177181
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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
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Qualification of operational risk : statistical insights on coherent risk measures
Vee, Dany Ng Cheong; Gonpot, Preethee Nunkoo; … - In: The journal of operational risk 14 (2019) 2, pp. 39-59
Persistent link: https://www.econbiz.de/10012052410
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The issues with the standardized measurement approach and a potential future direction for operational risk capital modeling
Cohen, Ruben D. - In: The journal of operational risk 12 (2017) 3, pp. 17-28
Persistent link: https://www.econbiz.de/10011848850
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Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
Peters, Gareth; Shevchenko, Pavel V.; Hassani, Bertrand; … - In: The journal of operational risk 11 (2016) 3, pp. 1-49
Persistent link: https://www.econbiz.de/10013177152
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An assessment of operational loss data and its implications for risk capital modeling
Cohen, Ruben D. - In: The journal of operational risk 11 (2016) 3, pp. 71-95
Persistent link: https://www.econbiz.de/10013177162
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How to turn uncertainties of operational risk capital into opportunities from a risk management perspective
Meunier, Philippe; Bakker, Arjan - In: The journal of operational risk 11 (2016) 2, pp. 31-68
Persistent link: https://www.econbiz.de/10011600225
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Standardized measurement approach : is comparability attainable?
McConnell, Patrick - In: The journal of operational risk 12 (2017) 1, pp. 71-110
Persistent link: https://www.econbiz.de/10011639738
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How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian; Wang, Yinghui; Liu, Mingxi; Li, Jianping - In: The journal of operational risk 18 (2023) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10014490122