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isPartOf:"Journal of financial services research : JFSR"
~isPartOf:"The journal of operational risk"
~person:"Bastos, João A."
~person:"Cohen, Ruben D."
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Bastos, João A.
Cohen, Ruben D.
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Journal of financial services research : JFSR
The journal of operational risk
European journal of operational research : EJOR
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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
Ensemble predictions of recovery rates
Bastos, João A.
- In:
Journal of financial services research : JFSR
46
(
2014
)
2
,
pp. 177-193
Persistent link: https://www.econbiz.de/10011293120
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