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Operational risk : a Basel II + + step before Basel III
Guégan, Dominique; Hassani, Bertrand K. - In: Journal of risk management in financial institutions 6 (2012/13) 1, pp. 37-53
Persistent link: https://www.econbiz.de/10010096728
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A modified Panjer algorithm for operational risk capital calculations
Guégan, Dominique; Hassani, Bertrand K. - In: The journal of operational risk 4 (2009/10) 4, pp. 53-72
Persistent link: https://www.econbiz.de/10009911439
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An efficient threshold choice for the computation of operational risk capital
Guégan, Dominique; Hassani, Bertrand K.; Naud, Cédric - In: The journal of operational risk 6 (2011/12) 4, pp. 3-19
Persistent link: https://www.econbiz.de/10009911473