Technical paper/Operational risk

• 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

• Forum

The most insidious operational risk: lack of effective information sharing

Research Papers

• 04 Mar 2011

• Original research

Operational Risk Quantification : A Risk Flow Approach

• 14 Dec 2010

• Original research

Recursions and Fast Fourier Transforms for Certain Bivariate Compound Distributions

• 14 Dec 2010

• Original research

The Calculation of Minimum Regulatory Capital using Single-Loss Approximations

• 14 Dec 2010

• Forum

The measurement of capital for operational risk in Taiwanese commercial banks

Research Papers

• 25 Jun 2010

• Forum

The credit crisis and operational risk - implications for practitioners and regulators

Research Papers

• 25 Jun 2010

• Forum

A practical application of extreme value theory to operational risk in banks

Research Papers

• 25 Jun 2010

• Forum

As risk management evolves, is operational risk management important?

• 16 Dec 2009

• Original research

Estimating operational risk capital for correlated, rare events

• 16 Dec 2009

• Original research

Challenges and pitfalls in measuring operational risk from loss data

Research Papers

• 16 Dec 2009

• Original research

A modified Panjer algorithm for operational risk capital calculations

• 16 Dec 2009

• Original research

Measuring causal influences in operational risk

• 30 Sep 2009

• Original research

Operational risk quantification using extreme value theory and copulas: from theory to practice

• 30 Sep 2009

• Forum

Swiss cheese and the PRiMA model: what can information technology learn from aviation accidents?

• 30 Sep 2009

• Original research

Comparison of tail performance of the Champernowne transformed kernel density estimator, the generalized Pareto distribution and the g-and-h distribution

• 19 Jun 2009

• Original research

Dynamic operational risk: modeling dependence and combining different sources of information

Research Papers

• 19 Jun 2009

• Original research

Modeling operational risk data reported above a time-varying threshold

• 19 Jun 2009