Similar Search Results

Opening discussion on banking sector risk exposures and vulnerabilities from Virtual currencies : an operational risk perspective

Peters, Gareth; Chapelle, Ariane; Panayi, Efstathios - In: Open economies review 17 (2016) 4, pp. 239-272

Persistent link: https://www.econbiz.de/10011718562

Operational risk : impact assessment of the revised standardized approach on Indian banks

Sinha, Pankaj - In: The journal of operational risk 11 (2016) 2, pp. 19-30

Persistent link: https://www.econbiz.de/10011600206

Forward-looking and incentive-compatible operational risk capital framework

Migueis, Marco - In: The journal of operational risk 13 (2018) 3, pp. 1-15

Persistent link: https://www.econbiz.de/10011962170

Practice oriented and Monte Carlo based estimation of the value-at-risk for operational risk measurement

Greselin, Francesca; Piacenza, Fabio; Zitikis, Ričardas - In: Risks : open access journal 7 (2019) 2/50, pp. 1-20

We explore the Monte Carlo steps required to reduce the sampling error of the estimated 99.9% quantile within an acceptable threshold. Our research is of primary interest to practitioners working in the area of operational risk measurement, where the annual loss distribution cannot be...

Persistent link: https://www.econbiz.de/10012019128