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Operational risk and the Solvency II capital aggregation formula : implications of the hidden correlation assumptions
Cifuentes, Arturo; Charlin, Ventura - In: The journal of operational risk 11 (2016) 4, pp. 23-33
Persistent link: https://www.econbiz.de/10013177176
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Modeling correlated frequencies with application in operational risk management
Badescu, Andrei L.; Gong, Lan; Lin, X. Sheldon; Tang, Dameng - In: The journal of operational risk 10 (2015) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10011298878
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Random matrix theory applied to correlations in operational risk
Crénin, François; Cressey, David; Lavaud, Sophie; Xu, … - In: The journal of operational risk 10 (2015) 4, pp. 45-71
Persistent link: https://www.econbiz.de/10011442600
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Operational loss with correlated frequency and severity : an analytical approach
Stahl, Daniel H. - In: The journal of operational risk 11 (2016) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10011600204
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Estimating the correlation between operational risk loss categories over different time horizons
Brown, Maurice L.; Ly, Cheng - In: The journal of operational risk 18 (2023) 4, pp. 1-31
Persistent link: https://www.econbiz.de/10014490177
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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
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A simulation comparison of aggregation periods for estimating correlations within operational loss data
Panman, K.; Haasbroek, L. J.; Pieters, W. D. - In: The journal of operational risk 11 (2016) 2, pp. 69-86
Persistent link: https://www.econbiz.de/10011600244
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Outsourcing risk : a separate operational risk category?
Bott, Jürgen; Milkau, Udo - In: The journal of operational risk 10 (2015/2016) 3, pp. 109-137
Persistent link: https://www.econbiz.de/10013262993
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Critical variables in the implementation of a risk-based internal audit : a theoretical and empirical investigation of Greek companies
Lois, Petros; Drogalas, George; Petridis, Konstantinos; … - In: The journal of operational risk 15 (2020) 4, pp. 15-36
Persistent link: https://www.econbiz.de/10013177405
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The role of management accounting practices in operational risk management : the case of Palestinian commercial banks
Muhtaseb, Hind; Eleyan, Derar - In: The journal of operational risk 16 (2021) 4, pp. 45-63
Persistent link: https://www.econbiz.de/10013177465