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Year of publication
Subject
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Operational risk 13 Operationelles Risiko 13 Risikomanagement 12 Risk management 12 Bank risk 8 Bankrisiko 8 Theorie 6 Theory 6 Basel Accord 3 Basler Akkord 3 Bank 2 Risiko 2 Risk 2 Bayes-Statistik 1 Bayesian inference 1 Business cycle 1 Contract 1 Credit risk 1 Disaster 1 Estimation theory 1 Großbank 1 Katastrophe 1 Konjunktur 1 Kreditrisiko 1 Large bank 1 Measurement 1 Messung 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Risikomodell 1 Risk model 1 Sampling 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Stichprobenerhebung 1 Stress test 1 Stresstest 1 Vertrag 1
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Type of publication
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Article 15
Language
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English 15
Author
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Haas, Marcus 2 Allen, Linda 1 Bali, Turan G. 1 Chernobai, Anna 1 Chng, Sok Hui 1 Currie, Carolyn V. 1 Di Clemente, Annalisa 1 Giudici, Paolo 1 Hereford, Neil 1 Kaiser, Thomas 1 Kalhoff, Agatha 1 Kühn, Reimer 1 Lim, Him Chuan 1 Neu, Peter 1 Nyström, Kaj 1 Rachev, Svetlozar 1 Romano, Claudio 1 Shuetrim, Geoffrey 1 Skoglund, Jimmy 1 Tang, Yi 1 Vares, Kristiina 1 Williams, Deborah 1
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Published in...
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Operational risk modelling and analysis : theory and practice 15
Source
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ECONIS (ZBW) 15
Showing 1 - 10 of 15
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Operational risk - management based on the current loss data situation
Kalhoff, Agatha; Haas, Marcus - In: Operational risk modelling and analysis : theory and …, (pp. 5-12). 2004
Persistent link: https://www.econbiz.de/10002770102
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Tackling the insufficiency of loss data for the quantification of operational risk
Haas, Marcus; Kaiser, Thomas - In: Operational risk modelling and analysis : theory and …, (pp. 13-24). 2004
Persistent link: https://www.econbiz.de/10002770156
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Contract management and operational risk
Vares, Kristiina - In: Operational risk modelling and analysis : theory and …, (pp. 25-57). 2004
Persistent link: https://www.econbiz.de/10002770290
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Basel II and operational risk - an overview
Currie, Carolyn V. - In: Operational risk modelling and analysis : theory and …, (pp. 59-103). 2004
Persistent link: https://www.econbiz.de/10002770333
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Implementing operational risk solutions
Williams, Deborah - In: Operational risk modelling and analysis : theory and …, (pp. 105-123). 2004
Persistent link: https://www.econbiz.de/10002770359
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Integration of qualitative and quantitative operational risk data: a Bayesian approach
Giudici, Paolo - In: Operational risk modelling and analysis : theory and …, (pp. 131-138). 2004
Persistent link: https://www.econbiz.de/10002770367
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Stable modelling of operational risk
Chernobai, Anna; Rachev, Svetlozar - In: Operational risk modelling and analysis : theory and …, (pp. 139-169). 2004
Persistent link: https://www.econbiz.de/10002770529
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Towards operational risk management
Nyström, Kaj; Skoglund, Jimmy - In: Operational risk modelling and analysis : theory and …, (pp. 171-187). 2004
Persistent link: https://www.econbiz.de/10002770547
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A copula-extreme value theory approach for modelling operational risk
Di Clemente, Annalisa; Romano, Claudio - In: Operational risk modelling and analysis : theory and …, (pp. 189-208). 2004
Persistent link: https://www.econbiz.de/10002770659
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Cyclicality in the catastrophic risk of financial institutions
Allen, Linda; Bali, Turan G.; Tang, Yi - In: Operational risk modelling and analysis : theory and …, (pp. 209-246). 2004
Persistent link: https://www.econbiz.de/10002770669
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