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Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
Peters, Gareth; Shevchenko, Pavel V.; Hassani, Bertrand; … - In: The journal of operational risk 11 (2016) 3, pp. 1-49
Persistent link: https://www.econbiz.de/10013177152
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An assessment of operational loss data and its implications for risk capital modeling
Cohen, Ruben D. - In: The journal of operational risk 11 (2016) 3, pp. 71-95
Persistent link: https://www.econbiz.de/10013177162
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Bank Capital for Operational Risk : A Tale of Fragility and Instability
Ames, Mark - 2015
Operational risk is fundamentally different from all other risks taken on by a bank. It is embedded in every activity …. First, address model fragility directly through regulatory anchoring of key model parameters, yet allow each bank to scale …
Persistent link: https://www.econbiz.de/10013034182
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Benchmarking Operational Risk Models
Curti, Filippo - 2016
, operational risk practitioners, bank analysts, and regulators must develop reasonable methods to assess the efficacy of …
Persistent link: https://www.econbiz.de/10013210440
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Operational risk of option hedging
Mitra, Sovan - In: Economic modelling 33 (2013), pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
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Board composition and operational risk events of financial institutions
Wang, Tawei; Hsu, Carol - In: Journal of banking & finance 37 (2013) 6, pp. 2042-2051
Persistent link: https://www.econbiz.de/10009742490
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Robust quantification of the exposure to operational risk : bringing economic sense to economic capital
Carrillo Menéndez, Santiago; Suárez, Alberto - In: Computers & operations research : and their … 39 (2012) 4, pp. 792-804
Persistent link: https://www.econbiz.de/10010217453
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The limit of diversification: a lower bound on firm-wide operational risk capital
Balta, Emre; Degen, Matthias - In: The journal of operational risk 9 (2014/2015) 1, pp. 3-31
Persistent link: https://www.econbiz.de/10013262959
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On the optimal design of operational risk data consortiums
Kiss, Hubert Janos; Homolya, Daniel - In: The journal of operational risk 9 (2014/2015) 1, pp. 33-55
Persistent link: https://www.econbiz.de/10013262960
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LIBOR manipulation : operational risks resulting from brokers' misbehavior
McConnell, Patrick - In: The journal of operational risk 9 (2014/2015) 1, pp. 77-102
Persistent link: https://www.econbiz.de/10013262961