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Does the financial market compensate investors for operational Losses?

Hasman, Augusto - In: Operations research letters 49 (2021) 1, pp. 101-105

Persistent link: https://www.econbiz.de/10012486236

Multivariate Cox Hidden Markov models with an application to operational risk

Fung, Tsz Chai; Badescu, Andrei L.; Lin, X. Sheldon - In: Scandinavian actuarial journal 2019 (2019) 8, pp. 686-710

Persistent link: https://www.econbiz.de/10012194991

Semi-nonparametric estimation of operational risk capital with extreme loss events

Chen, Heng Z.; Cosslett, Stephen R. - In: The journal of operational risk 19 (2024) 1, pp. 51-86

Persistent link: https://www.econbiz.de/10014490229

The Information Value of Past Losses in Operational Risk

Curti, Filippo; Migueis, Marco - 2023

controls, the risk culture, and the risk appetite of the bank …

Persistent link: https://www.econbiz.de/10014258213

A Text Analysis for Operational Risk Loss Descriptions

Di Vincenzo, Davide; Greselin, Francesca; Piacenza, Fabio; … - 2022

collecting loss data, calculating capital requirements, and reporting. The information necessary for this purpose is then … collected in the OpRisk databases. Recorded for each OpRisk event are loss amounts, dates, organizational units involved, event … their performances and weaknesses. Our results improve retrospective knowledge of loss events and enable to mitigate future …

Persistent link: https://www.econbiz.de/10014244591

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