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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

New approach to operational risk measurement in banks

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Advances in operational risk : firm-wide issues for financial institutions

Jenkins, Sarah (ed.); Ashby, Simon (contributor) - 2003 - 2. ed.

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Adding prior knowledge to quantitative operational risk models

Bolancé, Catalina; Guillén, Montserrat; Gustafsson, Jim; … - In: The journal of operational risk 8 (2013) 1, pp. 17-32

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Basel II and Operational Risk : Implications for Risk Measurement and Management in the Financial Sector

Chapelle, Ariane - 2010

construction of the distribution of aggregate losses, using internal and external loss data. It is illustrated on a 2x2 matrix of … management actions on bank profitability, through a measure of RAROC adapted to operational risk. The results suggest that … number, frequency or severity of operational losses crucially depends on the calibration of the aggregate loss distributions …

Persistent link: https://www.econbiz.de/10013137098