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Managing operational risk in relation to internal capital adequacy assessment process (ICAAP)

Baijal, Rajat - In: Journal of securities operations & custody 9 (2017) 2, pp. 185-191

Persistent link: https://www.econbiz.de/10011848154

Operational risk quantification using extreme value theory and copulas : from theory to practice

Gourier, Elise; Farkas, Walter; Abbate, Donato - In: The journal of operational risk 4 (2009/10) 3, pp. 3-26

Persistent link: https://www.econbiz.de/10003900825

A loss distribution for operational risk derived from pooled bank losses

Sodhi, ManMohan S.; Holland, Wayne - In: Journal / The Capco Institute : journal of financial … 25 (2009), pp. 155-160

Persistent link: https://www.econbiz.de/10003905905

Implications of alternative operational risk modeling techniques

Fontnouvelle, Patrick de; Rosengren, Eric S.; Jordan, … - In: The risks of financial institutions : [...papers and …, (pp. 475-511). 2006

Persistent link: https://www.econbiz.de/10003445620

A combination model for operational risk estimation in a Chinese banking industry case

Feng, Jichuang; Li, Jianping; Gao, Lijun; Hua, Zhongsheng - In: The journal of operational risk 7 (2012) 2, pp. 17-39

Persistent link: https://www.econbiz.de/10009572422

The determinants of reputational risk in the banking sector

Fiordelisi, Franco; Soana, Maria-Gaia; Schwizer, Paola - In: Journal of banking & finance 37 (2013) 5, pp. 1359-1371

Persistent link: https://www.econbiz.de/10009729112

The determinants of operational risk in US financial institutions

Chernobai, Anna; Jorion, Philippe; Yu, Fan - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 6, pp. 1683-1725

Persistent link: https://www.econbiz.de/10009623285

Modeling the operational risk in Iranian commercial banks : case study of a private bank

Momen, Omid; Kimiagari, Alimohammad; Noorbakhsh, Eaman - In: Journal of industrial engineering international 8 (2012), pp. 1-10

The Basel Committee on Banking Supervision from the Bank for International Settlement classifies banking risks into … are discussed, and then, some solutions are recommended. Moreover, all steps of operational risk measurement based on Loss … operational risk of an Iranian private bank. The results are quite reasonable, comparing the scale of bank and other risk …

Persistent link: https://www.econbiz.de/10010225131

A comparison of numerical approaches to determine the severity of losses

Gzyl, Henryk; Novi-Inverardi, Pier Luigi; Tagliani, Aldo - In: The journal of operational risk 8 (2013) 1, pp. 3-15

Persistent link: https://www.econbiz.de/10010256992

An extreme value approach for modeling operational risk losses depending on covariates

Chavez-Demoulin, Valérie; Embrechts, Paul; Hofert, Marius - In: The journal of risk and insurance : the journal of the … 83 (2016) 3, pp. 735-776

Persistent link: https://www.econbiz.de/10011561307