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A comparison of alternative mixing models for external data in operational risk
Torresetti, Roberto; Le Pera, Giacomo - In: The journal of operational risk 10 (2015) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10011442580
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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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A maximum entropy approach to the loss data aggregation problem
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia - In: The journal of operational risk 11 (2016) 1, pp. 49-70
Persistent link: https://www.econbiz.de/10011518211
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Regulatory arbitrage in the use of insurance in the new standardized approach for operational risk capital
Migueis, Marco - In: The journal of operational risk 16 (2021) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10013168023
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Measurement of operational risk regulatory capital in the banking sector : developed countries versus emerging markets
Hassanein, Medhat; Bouaddi, Mohammed; Karim, Talha - In: The journal of operational risk 16 (2021) 1, pp. 12-43
Persistent link: https://www.econbiz.de/10013168027
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The impact of culture upon operational risk management guidelines in the banking sector of selected Asian countries
Mocanu, Mihaela Cristina - In: The journal of operational risk 16 (2021) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10013168064
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The death of one thousand flowers or the AMA reborn?
Hinchliffe, Jimi - In: The journal of operational risk 11 (2016) 4, pp. 79-91
Persistent link: https://www.econbiz.de/10013177179
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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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An emergent taxonomy for operational risk : capturing the wisdom of crowds
Carrivick, Luke; Bishop, Steve; Ivell, Tom; Wong, Valerie; … - In: The journal of operational risk 15 (2020) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10013177357