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An operational risk capital model based on the loss distribution approach

Cohen, Ruben D. - In: The journal of operational risk 13 (2018) 2, pp. 59-81

Persistent link: https://www.econbiz.de/10011895047

Combining scenario analysis with loss data in operational risk quantification

Cope, Eric W. - In: The journal of operational risk 7 (2012) 1, pp. 39-56

Persistent link: https://www.econbiz.de/10009539322

Scenario generation for operational risk

Mitra, Sovan - In: Intelligent systems in accounting finance and … 20 (2013) 3, pp. 163-187

Persistent link: https://www.econbiz.de/10010196986

Evidence from the adoption of IFRS 9 and the impact of COVID-19 on lending and regulatory capital on Spanish Banks

López-Espinosa, Germán; Penalva, Fernando - In: Journal of accounting and public policy 42 (2023) 4, pp. 1-8

Persistent link: https://www.econbiz.de/10014485496

Statistical models of operational loss

Alexander, Carol - 2008

Persistent link: https://www.econbiz.de/10003765463

A tale of tails : an empirical analysis of loss distribution models for estimating operational risk capital

Dutta, Kabir (contributor); Perry, Jason (contributor) - 2006 - This version: April 2007 (first version: July 2006)

Operational risk is being considered as an important risk component for financial institutions as evinced by the large sums of capital that are allocated to mitigate this risk. Therefore, risl measurement is of paramount concern for the purposes of capital allocation, hedging, and new product...

Persistent link: https://www.econbiz.de/10003347297

The dynamics of operational loss clustering

Chernobai, Anna; Yildirim, Yildiray - In: Journal of banking & finance 32 (2008) 12, pp. 2655-2666

Persistent link: https://www.econbiz.de/10003795882

IT operational risk measurement model based on internal loss data of banks

Hao, Xiaoling - In: E-business technology and strategy : international …, (pp. 180-191). 2010

Persistent link: https://www.econbiz.de/10008668040

Diversification effects in operational risk: a robust approach

Monti, Fabio; Brunner, Michael; Piacenza, Fabio; … - In: Journal of risk management in financial institutions 3 (2009/10) 3, pp. 243-258

Persistent link: https://www.econbiz.de/10003991473

Impact of insurance for operational risk : is it worthwhile to insure or be insured for severe losses?

Peters, Gareth W.; Byrnes, Aaron D.; Shevchenko, Pavel V. - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 287-303

Persistent link: https://www.econbiz.de/10008989317