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Operational risk : back on the agenda

McCormack, Peter; Sheen, Andrew - In: Journal of risk management in financial institutions 6 (2012/13) 4, pp. 366-386

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Stress test design

Canabarro, Eduardo Antonio Duarte - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 52-61

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Operational risk : challenges for banking industry

Knežević, Marija - In: Economic analysis : EA 46 (2013) 1/2, pp. 40-52

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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

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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

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Operational risk modelling and organizational learning in structured finance operations : a Bayesian network approach

Sanford, Andrew; Moosa, Imad A. - In: Journal of the Operational Research Society : OR 66 (2015) 1, pp. 86-115

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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

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Identification, quantification and monitoring of operational risk

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

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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