Technical paper/Operational risk

• Original research

Modeling operational risk for good and bad bank loans

• 18 Dec 2012

• Forum

The major sources of operational risk and the potential benefits of its management

• 18 Dec 2012

• Original research

Fuzzy methods for variable selection in operational risk management

• 18 Dec 2012

• Original research

Modeling macroeconomic effects and expert judgments in operational risk: a Bayesian approach

• 18 Dec 2012

• Original research

Estimating operational risk capital: the challenges of truncation, the hazards of maximum likelihood estimation, and the promise of robust statistics

• 27 Sep 2012

• Original research

Asymptotics for operational risk quantified with a spectral risk measure

• 27 Sep 2012

• Forum

Systemic operational risk: the UK payment protection insurance scandal

• 28 Mar 2012

• Original research

A nonparametric approach to analyzing operational risk with an application to insurance fraud

• 28 Mar 2012

• Original research

Combining scenario analysis with loss data in operational risk quantification

• 28 Mar 2012

• Original research

Treatment of the data collection threshold in operational risk: a case study using the lognormal distribution

• 28 Mar 2012

• Original research

A copula-based simulation model for supply portfolio risk

Research Papers

• 23 Sep 2011

• Forum

The role of systemic people risk in the global financial crisis

Research Papers

• 23 Sep 2011

• Forum

A framework for the analysis of reputational risk

Research Papers

• 23 Sep 2011

• Original research

Determining the total loss distribution from the moments of the exponential of the compound loss

Research Papers

• 23 Sep 2011

• Original research

Robust estimation of operational risk

Research Papers

• 17 Jun 2011

• Original research

Can the single-loss approximation method compete with the standard monte carlo simulation technique?

Research Papers

• 17 Jun 2011

• Forum

The disclosure of operational risk in tunisian insurance companies

Research Papers

• 17 Jun 2011

• Forum

Information technology at the forefront of operational risk: banks are at a greater risk

Research Papers

• 17 Jun 2011

• Forum

The impact of the financial crisis on operational risk in the financial services industry: empirical evidence

Research Papers

• 04 Mar 2011

• Original research

A dynamical approach to operational risk measurement

Research Papers

• 04 Mar 2011

• Forum

Accounting and risk management: the need for integration

Research Papers

• 04 Mar 2011