Operational risk Technical paper articles - Risk.net

Victor Dvortsov and Ken Dragoon present an analytical method for including market and operational risks when estimating utility portfolio value-at-risk

07 Oct 2003

Technical paper/Operational risk

A mixing model for operational risk

Aggregating operational risk across matrix structured loss data

A comparison of loss aggregation methods for operational risk

Addressing the impact of data truncation and parameter uncertainty on operational risk estimates

The quantification of operational risk using internal data, relevant external data and expert opinion

Employee turnover: an HR risk with firm-specific context

Multivariate estimation for operational risk with judicious use of extreme value theory

Heavy-tailed distributional model for operational losses

LDA at work: Deutsche Bank's approach to quantifying operational risk

Quantification of operational losses using firm-specific information and external database

Misconceptions about operational risk

Solving the reference data problem in financial services – are we on the right path?

The structural modeling of operational risk via Bayesian inference: combining loss data with expert opinions

Developing human resources key risk indicators – Know Your Staff (KYS) practices

Determinants of operational risk reporting in the banking industry

Corporate defence: are stakeholder's interests adequately defended?

Sources of uncertainty in modeling operational risk losses

An econometric model to scale operational losses

Operational risk: analytical results when high-severity losses follow a generalized Pareto distribution (GPD) – a note

Applying robust methods to operational risk modeling

AML/KYC issues in M&A and VC/PE

Quantifying operational risk guided by kernel smoothing and continuous credibility: A practitioner's view

The quantification of operational risk

Operational and market risks of a regulated power utility

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