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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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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
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Forward-looking and incentive-compatible operational risk capital framework
Migueis, Marco - In: The journal of operational risk 13 (2018) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10011962170
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Is operational risk regulation forward looking and sensitive to current risks?
Migueis, Marco - In: The journal of operational risk 13 (2018) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10011976052
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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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Bank supervision : lessons from the post-2008 banking crisis
Quick, Jeremy - In: The journal of operational risk 16 (2021) 1, pp. 45-54
Persistent link: https://www.econbiz.de/10013168050
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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