Similar Search Results

Multivariate Modellierung operationeller Risiken in Kreditinstituten

Bayer, Verena - 2012

Schadenspotential und stellen eine große Herausforderung für das Risikomanagement der Banken dar. Verena Bayer untersucht Ansätze zur …

Persistent link: https://www.econbiz.de/10014016438

Multivariate Modellierung operationeller Risiken in Kreditinstituten

Bayer, Verena - 2012 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009505637

Using weighted distributions to model operational risk

Afonso, Lourdes B.; Real, Pedro Corte - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 469-485

Persistent link: https://www.econbiz.de/10011576788

The information value of past losses in operational risk

Curti, Filippo; Migueis, Marco - 2022

Persistent link: https://www.econbiz.de/10014282949

Operational risk quantification using extreme value theory and copulas : from theory to practice

Gourier, Elise; Farkas, Walter; Abbate, Donato - In: The journal of operational risk 4 (2009/10) 3, pp. 3-26

Persistent link: https://www.econbiz.de/10003900825

Extremal Events in a Bank Operational Losses

Dahen, Hela - 2010

during the 1994-2004 period. The tail of the loss distribution (a Pareto distribution without expectation whose …

Persistent link: https://www.econbiz.de/10013147401

The determinants of reputational risk in the banking sector

Fiordelisi, Franco; Soana, Maria-Gaia; Schwizer, Paola - In: Journal of banking & finance 37 (2013) 5, pp. 1359-1371

Persistent link: https://www.econbiz.de/10009729112

Modeling the operational risk in Iranian commercial banks : case study of a private bank

Momen, Omid; Kimiagari, Alimohammad; Noorbakhsh, Eaman - In: Journal of industrial engineering international 8 (2012), pp. 1-10

are discussed, and then, some solutions are recommended. Moreover, all steps of operational risk measurement based on Loss … operational risk measurement in Iranian banks. Therefore, issues arising when trying to implement operational risk models in Iran …

Persistent link: https://www.econbiz.de/10010225131

Rational losses and operational risk in banking

Fiordelisi, Franco; Soana, Maria-Gaia; Schwizer, Paola - In: The European journal of finance 20 (2014) 1/3, pp. 105-124

Persistent link: https://www.econbiz.de/10010462191

Reputational Losses and Operational Risk in Banking

Fiordelisi, Franco - 2016

Reputation is a key asset for any company whose affairs are based on trust like banks. Despite its importance, the number of studies dealing with reputational risk in financial industry is still limited. We estimate the reputational impact of announced operational losses for a large sample of...

Persistent link: https://www.econbiz.de/10013008695

1
2
3
4
5
6
7
8
9
10
Next
Last