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Operational risk measurement : a loss distribution approach with segmented dependence
Zhu, Xiaoqian; Wang, Yinghui; Li, Jianping - In: The journal of operational risk 14 (2019) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10012052383
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Modeling operational risk in financial institutions using hybrid dynamic Bayesian networks
Neil, Martin; Häger, David; Andersen, Lasse B. - In: The journal of operational risk 4 (2009/10) 1, pp. 3-33
Persistent link: https://www.econbiz.de/10003848805
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Estimating the lognormal-gamma model of operational risk using the Markov chain Monte Carlo method
Ergashev, Bakhodir - In: The journal of operational risk 4 (2009/10) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10003848811
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Operational risk management with process control and business process modeling
Cernauskas, Deborah; Tarantino, Anthony - In: The journal of operational risk 4 (2009/10) 2, pp. 3-17
Persistent link: https://www.econbiz.de/10003882823
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Modeling operational risk data reported above a time-varying threshold
Shevchenko, Pavel V.; Temnov, Grigory - In: The journal of operational risk 4 (2009/10) 2, pp. 19-42
Persistent link: https://www.econbiz.de/10003883151
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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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Combining operational loss data with expert opinions through advanced credibility theory
Agostini, Alessandra; Talamo, Paolo; Vecchione, Vittorio - In: The journal of operational risk 5 (2010/11) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10003971938
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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
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Calculation of aggregate loss distributions
Shevchenko, Pavel V. - In: The journal of operational risk 5 (2010/11) 2, pp. 3-40
Persistent link: https://www.econbiz.de/10003996356
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The credit crisis and operational risk : implications for practitioners and regulators
Jobst, Andreas A. - In: The journal of operational risk 5 (2010/11) 2, pp. 43-62
Persistent link: https://www.econbiz.de/10003996357