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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
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Corporate governance and operational risk: empirical evidence
Nsaibi, Mariem; Abidi, Ilyes; Tahar, Rajhi Mohamed - In: International journal of economics and financial issues … 10 (2020) 4, pp. 116-124
Persistent link: https://www.econbiz.de/10012303257
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The information value of past losses in operational risk
Curti, Filippo; Migueis, Marco - 2022
Persistent link: https://www.econbiz.de/10014282949
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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
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On the selection of loss severity distributions to model operational risk
Hadley, Daniel; Joe, Harry; Nolde, Natalia - In: The journal of operational risk 14 (2019) 3, pp. 73-94
Persistent link: https://www.econbiz.de/10012132747
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Rational losses and operational risk in banking
Fiordelisi, Franco; Soana, Maria-Gaia; Schwizer, Paola - In: The European journal of finance 20 (2014) 1/3, pp. 105-124
Persistent link: https://www.econbiz.de/10010462191
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Loss Distribution Approach for Operational Risk Capital Modelling Under Basel II : Combining Different Data Sources for Risk Estimation
Shevchenko, Pavel V. - 2017
have received accreditation under the Basel II Advanced Measurement Approach (AMA) by adopting the loss distribution …
Persistent link: https://www.econbiz.de/10012954952
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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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Goodness-of-fit tests and selection methods for operational risk
Lavaud, Sophie; Lehérissé, Vincent - In: The journal of operational risk 9 (2014/2015) 3, pp. 21-50
Persistent link: https://www.econbiz.de/10013262970
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Risk accounting : part 2 the risk data aggregation and risk reporting (BCBS 239) foundation of enterprise risk management (ERM) and risk governance
Grody, Allan D.; Hughes, Peter J. - In: Journal of risk management in financial institutions 9 (2016) 3, pp. 130-146
Persistent link: https://www.econbiz.de/10011661829