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Modeling operational risk incorporating reputation risk : an integrated analysis for financial firms

Eckert, Christian; Gatzert, Nadine - In: Insurance / Mathematics & economics 72 (2017), pp. 122-137

Persistent link: https://www.econbiz.de/10011694399

Curti, Filippo; Ergen, Ibrahim; Le, Minh; Migueis, Marco; … - 2016

The 2004 Basel II accord requires internationally active banks to hold regulatory capital for operational risk, and the Federal Reserve's Comprehensive Capital Analysis and Review (CCAR) requires banks to project operational risk losses under stressed scenarios. As a result, banks subject to...

Persistent link: https://www.econbiz.de/10011578378

Operational risk modelling is dead, long live operational risk modelling!

Sekeris, Evan; Farha, Ramy - In: Operational risk perspectives : cyber, big data, and …, (pp. 213-245). 2016

Persistent link: https://www.econbiz.de/10011868529

How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity

Zhu, Xiaoqian; Wang, Yinghui; Liu, Mingxi; Li, Jianping - In: The journal of operational risk 18 (2023) 3, pp. 1-29

Persistent link: https://www.econbiz.de/10014490122

The validation of risk models : a handbook for practitioners

Scandizzo, Sergio - 2016

"Cover " -- "Half Title " -- "Title Page" -- "Copyright Page " -- "Table of Contents" -- "List of Figures" -- "List of Tables" -- "Acknowledgements" -- "Introduction: A Model Risk Primer" -- "Part I A Framework for Risk Model Validation" -- "1 Validation, Governance and Supervision" -- "2 A...