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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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Applying existing scenario techniques to the quantification of emerging operational risks
Grimwade, Michael - In: The journal of operational risk 14 (2019) 3, pp. 27-72
Persistent link: https://www.econbiz.de/10012132744
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An alternative to SMA : using through the cycle loss data to propose an "hourglass" solution
Grimwade, Michael - In: Journal of risk management in financial institutions 11 (2017/2018) 4, pp. 361-380
Persistent link: https://www.econbiz.de/10011980280
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Should the advanced measurement approach for operational risk be discarded? : evidence from the Chinese banking industry
Zhu, Xiaoqian; Li, Jianping; Wu, Dengsheng - In: Review of Pacific Basin financial markets and policies 22 (2019) 1, pp. 1950007-1-1950007-15
Persistent link: https://www.econbiz.de/10012156150
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On the aggregation of credit, market and operational risks
Li, Jianping; Zhu, Xiaoqian; Lee, Cheng F.; Wu, Dengsheng; … - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
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The potential impacts of the digital revolution on the operational risk profiles of banks
Grimwade, Michael - In: Journal of risk management in financial institutions 17 (2023) 1, pp. 71-88
Persistent link: https://www.econbiz.de/10014489155
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Ten laws of operational risk
Grimwade, Michael - In: The journal of operational risk 15 (2020) 3, pp. 43-95
Persistent link: https://www.econbiz.de/10012497133
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The mutual-information-based variance-covariance approach : an application to operational risk aggregation in Chinese banking
Li, Jianping; Zhu, Xiaoqian; Xie, Yongjia; Chen, Jianming; … - In: The journal of operational risk 9 (2014/2015) 3, pp. 3-19
Persistent link: https://www.econbiz.de/10013262974
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How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian; Wang, Yinghui; Liu, Mingxi; Li, Jianping - In: The journal of operational risk 18 (2023) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10014490122
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How climate change may impact operational risk
Grimwade, Michael - In: The journal of operational risk 17 (2022) 2, pp. 41-81
Persistent link: https://www.econbiz.de/10014546263