Narrow search
Showing 1 - 10 of 2,587
Cover Image
A review of the state of the art in quantifying operational risk
Benito, Sonia; Martín, Carmen López - In: The journal of operational risk 13 (2018) 4, pp. 89-129
Persistent link: https://www.econbiz.de/10011976061
Cover Image
The application of extreme value theory in operational risk management
Teplý, Petr - In: Ekonomický časopis : časopis pre ekonomickú … 60 (2012) 7, pp. 698-716
Persistent link: https://www.econbiz.de/10010189997
Cover Image
Incorporating single and multiple losses in operational risk : a multi-period perspective
Mizgier, Kamil J.; Wimmer, Maximilian - In: Journal of the Operational Research Society 69 (2018) 3, pp. 358-371
Persistent link: https://www.econbiz.de/10012225020
Cover Image
Qualification of operational risk : statistical insights on coherent risk measures
Vee, Dany Ng Cheong; Gonpot, Preethee Nunkoo; … - In: The journal of operational risk 14 (2019) 2, pp. 39-59
Persistent link: https://www.econbiz.de/10012052410
Cover Image
Practice oriented and Monte Carlo based estimation of the value-at-risk for operational risk measurement
Greselin, Francesca; Piacenza, Fabio; Zitikis, Ričardas - In: Risks : open access journal 7 (2019) 2/50, pp. 1-20
We explore the Monte Carlo steps required to reduce the sampling error of the estimated 99.9% quantile within an acceptable threshold. Our research is of primary interest to practitioners working in the area of operational risk measurement, where the annual loss distribution cannot be...
Persistent link: https://www.econbiz.de/10012019128
Cover Image
Integrating stress scenarios into risk quantification models
Abdymomunov, Azamat; Blei, Sharon; Ergashev, Bakhodir - In: Journal of financial services research : JFSR 47 (2015) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10011325835
Cover Image
On the aggregation of credit, market and operational risks
Li, Jianping; Zhu, Xiaoqian; Lee, Cheng F.; Wu, Dengsheng; … - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
Cover Image
Measurement and quantification of operational risk an application of corvaritate-VaR
Rao, D. Tripati; Ghosh, Prodipta - In: Metamorphosis : a journal of management research 10 (2011) 2, pp. 70-81
Persistent link: https://www.econbiz.de/10010226937
Cover Image
Book-to-market equity, operating risk, and asset correlations : implications for Basel capital requirement
Lee, Shih-cheng; Lin, Chien-ting - In: Journal of international financial markets, … 22 (2012) 4, pp. 973-989
Persistent link: https://www.econbiz.de/10009582493
Cover Image
Эконометрический Анализ Финансовых Данных в Задачах Управления Риском (Econometric Analysis of Financial Data in Risk Management (Continuation)- Section III : Managing Operational...
Fantazzini, Dean - 2011
Мы продолжаем публикацию «четырехсерийной» консультации профессора Московской школы экономики МГУ им. М.В. Ломоносова Деана Фантаццини. Первая часть была...
Persistent link: https://www.econbiz.de/10013121133