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Fuzzy methods for variable selection operational risk management
Cerchiello, Paola; Giudici, Paolo - In: The journal of operational risk 7 (2012) 4, pp. 24-41
Persistent link: https://www.econbiz.de/10009701799
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A checklist-based weighted fuzzy severity approach for calculating operational risk exposure on foreign exchange trades under the Basel II regime
Rao, V. Sree Hari; Ramesh, K. V. N. M. - In: The journal of operational risk 9 (2014) 4, pp. 105-124
Persistent link: https://www.econbiz.de/10011471064
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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 simulation comparison of quantile approximation techniques for compound distributions popular in operational risk
Jongh, Pieter Juriaan de; De Wet, Tertius; Panman, Kevin; … - In: The journal of operational risk 11 (2016) 1, pp. 23-48
Persistent link: https://www.econbiz.de/10011518209
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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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Bank fraud and the macroeconomy
Stewart, Robert T. - In: The journal of operational risk 11 (2016) 1, pp. 71-82
Persistent link: https://www.econbiz.de/10011518214
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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