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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/10003930046

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/10009722605

Multivariate VaRs for operational risk capital computation : a vine structure approach

Guégan, Dominique; Hassani, Bertrand K. - In: International journal of risk assessment and management … 17 (2013) 2, pp. 148-170

Persistent link: https://www.econbiz.de/10010385914

Using a time series approach to correct serial correlation in operational risk capital calculation

Guégan, Dominique; Hassani, Bertrand K. - In: The journal of operational risk 8 (2013) 3, pp. 31-56

Persistent link: https://www.econbiz.de/10010248377

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/10009422506

Risk measurement : from quantitative measures to management decisions

Guégan, Dominique; Hassani, Bertrand - 2019

Persistent link: https://www.econbiz.de/10011920991

Risk Measurement : From Quantitative Measures to Management Decisions

Guégan, Dominique; Hassani, Bertrand K. - 2019

1 Introduction -- 2. Financial Institutions : A Regulation review through the Risk Measurement prism -- 3. The Traditional Risk measures -- 4. Univariate and Multivariate Distributions -- 5. Extensions for Risk Measures: Univariate and Multivariate Approaches -- 6. Risks Measures and Dynamics --...

Persistent link: https://www.econbiz.de/10012398556