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Cope, Eric W.
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Walter, John S.
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Antonini, Gianluca
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Mignola, Giulio
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The journal of operational risk
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Journal of banking & finance
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OLC EcoSci
ECONIS (ZBW)
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1
Macroenvironmental determinants of operational loss severity
Cope, Eric W.
;
Piche, Mark T.
;
Walter, John S.
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1362-1381
Persistent link: https://www.econbiz.de/10009843634
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2
Combining scenario analysis with loss data in operational risk quantification
Cope, Eric W.
- In:
The journal of operational risk
7
(
2012
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10010006544
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3
Modelling operational loss severity distributions from consortium data
Cope, Eric W.
- In:
The journal of operational risk
5
(
2010/11
)
4
,
pp. 35-64
Persistent link: https://www.econbiz.de/10009911455
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4
Economic Capital and Capital Management - Economic Capital, Performance Evaluation, and Capital Adequacy at Bank of America
Walter, John S.
- In:
The RMA-journal
86
(
2004
)
6
,
pp. 20-26
Persistent link: https://www.econbiz.de/10007155007
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5
Challenges and pitfalls in measuring operational risk from loss data
Cope, Eric W.
;
Mignola, Giulio
;
Antonini, Gianluca
; …
- In:
The journal of operational risk
4
(
2009/10
)
4
,
pp. 3-27
Persistent link: https://www.econbiz.de/10009911441
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