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Operational loss recoveries and the macroeconomic environment : evidence from the U.S. banking sector
Frame, W. Scott; Lazaryan, Nika; McLemore, Ping; Mihov, … - 2022
Persistent link: https://www.econbiz.de/10013415315
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An investigation of cyber loss data and its links to operational risk
Cohen, Ruben D.; Humphries, Jonathan; Veau, Sabrina; … - In: The journal of operational risk 14 (2019) 3, pp. 1-25
Persistent link: https://www.econbiz.de/10012132742
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Governance indicators as determinants of operational risk
Moosa, Imad A. - In: International journal of disclosure and governance 12 (2015) 2, pp. 132-143
Persistent link: https://www.econbiz.de/10011327685
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A comparison of alternative mixing models for external data in operational risk
Torresetti, Roberto; Le Pera, Giacomo - In: The journal of operational risk 10 (2015) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10011442580
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A maximum entropy approach to the loss data aggregation problem
Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia - In: The journal of operational risk 11 (2016) 1, pp. 49-70
Persistent link: https://www.econbiz.de/10011518211
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Optimal B-robust posterior distributions for operational risk
Danesi, Ivan Luciano; Piacenza, Fabio; Ruli, Erlis; … - In: The journal of operational risk 11 (2016) 4, pp. 35-54
Persistent link: https://www.econbiz.de/10013177177
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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
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The impact of bank's internal governance mechanism on operational loss : evidence from Turkey
Erzurumlu, Yaman; Avcı, Gürcan - In: Iranian economic review : journal of University of Tehran 25 (2021) 4, pp. 603-622
Persistent link: https://www.econbiz.de/10012806644
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Corporate governance and operational risk: empirical evidence
Nsaibi, Mariem; Abidi, Ilyes; Tahar, Rajhi Mohamed - In: International journal of economics and financial issues … 10 (2020) 4, pp. 116-124
Persistent link: https://www.econbiz.de/10012303257
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On the selection of loss severity distributions to model operational risk
Hadley, Daniel; Joe, Harry; Nolde, Natalia - In: The journal of operational risk 14 (2019) 3, pp. 73-94
Persistent link: https://www.econbiz.de/10012132747