Similar Search Results

Application of the convolution operator for scenario integration with loss data in operational risk modeling

Aroda, Pavan; Guergachi, Aziz; Huang, Huaxiong - In: The journal of operational risk 10 (2015) 4, pp. 23-44

Persistent link: https://www.econbiz.de/10011442585

Models for risk aggregation and sensitivity analysis : an application to bank economic capital

Inanoglu, Hulusi; Jacobs, Michael - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 118-189

A challenge in enterprise risk measurement for diversified financial institutions is developing a coherent approach to aggregating different risk types. This has been motivated by rapid financial innovation, developments in supervisory standards (Basel 2) and recent financial turmoil. The main...

Persistent link: https://www.econbiz.de/10011556126

Statistical-econometric model used to analyze the operational and insolvency risks

Anghelache, Constantin; Manole, Alexandru; Anghel, … - In: Theoretical and applied economics : GAER review 23 (2016) 3, pp. 221-228

Persistent link: https://www.econbiz.de/10011564604

Risk analysis in banks : a comparison of Islamic and conventional banks in Jordan

Al Daas, Abdullah Ahmed; Ahmad, Moid U.; Salemeh, Rashed M. - In: International journal of business excellence : IJBEX 25 (2021) 2, pp. 219-232

Persistent link: https://www.econbiz.de/10012798214

Identification, quantification and monitoring of operational risk

Baijal, Rajat - In: Journal of securities operations & custody 13 (2021) 3, pp. 253-263

Persistent link: https://www.econbiz.de/10012654232

A test of the inherent predictiveness of the RU, a new metric to express all forms of operational risk in banks

Hughes, Peter; Marzouk, Mahmoud - In: Journal of risk management in financial institutions 14 (2020/2021) 2, pp. 173-194

Persistent link: https://www.econbiz.de/10012613975

Operational risk management in banking activity

Cristea, Maria-Alexandra - In: Journal of Eastern Europe research in business & … 2021 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012617289

Standardized measurement approach extension to integrate insurance deduction into operational risk capital requirement

Piacenza, Fabio; Belloni, Claudia - In: The journal of operational risk 12 (2017) 4, pp. 31-49

Persistent link: https://www.econbiz.de/10013177181

Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses

Mo, Jianming; Gao, Xiang - In: The journal of operational risk 15 (2020) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10013177332

An emergent taxonomy for operational risk : capturing the wisdom of crowds

Carrivick, Luke; Bishop, Steve; Ivell, Tom; Wong, Valerie; … - In: The journal of operational risk 15 (2020) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10013177357