Narrow search
Showing 1 - 10 of 150
Cover Image
A simple method for regulators to cross-check operational risk loss models for banks
Holland, Wayne; Sodhi, ManMohan S. - In: The analytics of risk model validation, (pp. 79-90). 2008
Persistent link: https://www.econbiz.de/10003868688
Cover Image
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
Cover Image
A Loss Distribution for Operational Risk Derived from Pooled Bank Losses
Sodhi, ManMohan S. - 2010
The Basel II accord encourages banks to develop their own Advanced Measurement Approaches (AMA). However, the paucity of loss data implies that an individual bank cannot obtain a probability distribution with any reliability. We propose a model, targeting the regulator initially, by obtaining a...
Persistent link: https://www.econbiz.de/10013141060
Cover Image
Quantifying the effect of batch size and order errors on the bullwhip effect using simulation
Holland, Wayne; Sodhi, Manmohan S. - In: International journal of logistics : research and … 7 (2004) 3, pp. 251-261
Persistent link: https://www.econbiz.de/10006019740
Cover Image
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/10009895886
Cover Image
Organisational learning through international M&A integration strategies
Holland, Wayne; Salama, Alzira - In: The learning organization : TLO ; the international … 17 (2010) 2/3, pp. 268-283
Persistent link: https://www.econbiz.de/10003977201
Cover Image
Computing - Software Review: Crystal Ball v7.0.1 Professional - Intuitive, well-constructed Excel add-in offers aid to anyone modeling uncertainty or risk, or working with forecast...
Holland, Wayne - In: OR MS today : operations research - management science 32 (2005) 2, pp. 54-73
Persistent link: https://www.econbiz.de/10006716053
Cover Image
Computing - Software Review: (commat)Risk Version 4.5 Pro - Excel add-in is a valuable tool for modeling uncertain situations using spreadsheets
Holland, Wayne - In: OR MS today : operations research - management science 30 (2003) 1, pp. 52-56
Persistent link: https://www.econbiz.de/10006721090
Cover Image
Computing - Software Review: JMP 6.0.3 - Interactive exploratory data and statistical analysis tool meets the statistical needs of virtually any user.
Holland, Wayne - In: OR MS today : operations research - management science 34 (2007) 1, pp. 66-73
Persistent link: https://www.econbiz.de/10007611369
Cover Image
Computing - Software Review: Minitab 15 - One of the "big beasts" of statistical computing capable of much more than basic use.
Holland, Wayne - In: OR MS today : operations research - management science 34 (2007) 4, pp. 62-67
Persistent link: https://www.econbiz.de/10007792375