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subject:"Bankenaufsicht"
subject:"Basler Akkord"
~person:"Cohen, Ruben D."
~person:"Vlahu, Razvan"
~type_genre:"Aufsatz in Zeitschrift"
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Bankenaufsicht
Basler Akkord
Risikomanagement
6
Risk management
6
Operational risk
5
Operationelles Risiko
5
Bank risk
4
Bankrisiko
4
Basel Accord
4
Financial services
3
Finanzdienstleistung
3
Loss
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Measurement
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Messung
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Theory
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advanced measurement approach (AMA)
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capital model
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dimensional analysis
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loss distribution approach (LDA)
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operational risk
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Cohen, Ruben D.
Vlahu, Razvan
Rösch, Daniel
6
Embrechts, Paul
5
Migueis, Marco
5
Prorokowski, Lukasz
5
Wang, Ruodu
5
Hölscher, Reinhold
4
Jacobs, Michael <Jr.>
4
Ozdemir, Bogie
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Schneider, Andreas
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Archer, Simon
3
Binder, Jens-Hinrich
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Curti, Filippo
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Daníelsson, Jón
3
Eling, Martin
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Grody, Allan D.
3
Grundke, Peter
3
Hamerle, Alfred
3
Hughes, Peter J.
3
Karrenbauer, Ulrike
3
Kellner, Ralf
3
Klingeler, Rainer
3
Kupiec, Paul H.
3
McAleer, Michael
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McConnell, Patrick
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McNeil, Alexander J.
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Mehra, Yogieta S.
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Montesi, Giuseppe
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Papiro, Giovanni
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Piacenza, Fabio
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Prorokowski, Hubert
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Shevchenko, Pavel V.
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Abdel Karim, Rifaat Ahmed
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Acharya, Viral V.
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Alexander, Gordon J.
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The journal of operational risk
3
International journal of central banking : IJCB
1
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ECONIS (ZBW)
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An operational risk capital model based on the loss distribution approach
Cohen, Ruben D.
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10011895047
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2
The issues with the standardized measurement approach and a potential future direction for operational risk capital modeling
Cohen, Ruben D.
- In:
The journal of operational risk
12
(
2017
)
3
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011848850
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3
An assessment of operational loss data and its implications for risk capital modeling
Cohen, Ruben D.
- In:
The journal of operational risk
11
(
2016
)
3
,
pp. 71-95
Persistent link: https://www.econbiz.de/10013177162
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4
Discussion of "Capital regulation and tail risk"
Winton, Andrew
- In:
International journal of central banking : IJCB
7
(
2011
)
4
,
pp. 165-170
Persistent link: https://www.econbiz.de/10009521270
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