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Risk accounting : part 1, the risk data aggregation and risk reporting (BCBS 239) foundation of enterprise risk management (ERM) and risk governance

Grody, Allan D.; Hughes, Peter J. - In: Journal of risk management in financial institutions 9 (2016) 2, pp. 130-146

Persistent link: https://www.econbiz.de/10011648172

Application of the convolution operator for scenario integration with loss data in operational risk modeling

Aroda, Pavan; Guergachi, Aziz; Huang, Huaxiong - In: The journal of operational risk 10 (2015) 4, pp. 23-44

Persistent link: https://www.econbiz.de/10011442585

Standardized measurement approach extension to integrate insurance deduction into operational risk capital requirement

Piacenza, Fabio; Belloni, Claudia - In: The journal of operational risk 12 (2017) 4, pp. 31-49

Persistent link: https://www.econbiz.de/10013177181

Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses

Mo, Jianming; Gao, Xiang - In: The journal of operational risk 15 (2020) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10013177332

Operational risk capital

Conlon, Thomas; Huan, Xing; Ongena, Steven - 2020

In a setting where private information goes public for the first time, we study the real effects of the Basel II Accord requiring banks to calculate operational risk capital, and disclose qualitative and quantitative information. Using a difference-in-differences setup featuring partial US...

Persistent link: https://www.econbiz.de/10012418359