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person:"Scandizzo, Sergio"
subject:"Bankrisiko"
~person:"Mitic, Peter"
~subject:"Operational risk"
~subject:"Theory"
~type:"article"
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5
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4
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Scandizzo, Sergio
Mitic, Peter
Broll, Udo
21
Wang, Ruodu
17
Fabozzi, Frank J.
16
Embrechts, Paul
14
Li, Jianping
12
Tan, Ken Seng
11
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9
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7
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7
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7
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The journal of operational risk
4
The journal of risk model validation
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Journal / The Capco Institute : journal of financial transformation
1
The journal of network theory in finance
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1
Credible value-at-risk
Mitic, Peter
- In:
The journal of operational risk
18
(
2023
)
4
,
pp. 33-70
Persistent link: https://www.econbiz.de/10014490183
Saved in:
2
Correlations in operational risk stress testing : use and abuse
Mitic, Peter
- In:
The journal of operational risk
17
(
2022
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014546262
Saved in:
3
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
4
Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo
Mitic, Peter
;
Hu, Jiaqi
- In:
The journal of operational risk
14
(
2019
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012157425
Saved in:
5
Shapley allocation, diversification and services in operational risk
Mitic, Peter
;
Hassani, Bertrand
- In:
The journal of operational risk
13
(
2018
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011848894
Saved in:
6
A central limit theorem formulation for empirical bootstrap value-at-risk
Mitic, Peter
;
Bloxham, Nicholas
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10011869732
Saved in:
7
Reputation risk contagion
Mitic, Peter
- In:
The journal of network theory in finance
3
(
2017
)
1
,
pp. 53-86
Persistent link: https://www.econbiz.de/10011668583
Saved in:
8
The map and the territory : the shifting landscape of banking risk
Scandizzo, Sergio
- In:
Journal / The Capco Institute : journal of financial …
31
(
2011
),
pp. 53-61
Persistent link: https://www.econbiz.de/10009488455
Saved in:
9
Risk mapping and key risk indicators in operational risk management
Scandizzo, Sergio
- In:
Economic notes : economic review of Banca Monte dei …
34
(
2005
)
2
,
pp. 231-256
Persistent link: https://www.econbiz.de/10003058387
Saved in:
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