Search Results - person:"Cope, Eric" - EconBiz

Comments on the Basel Committee on Banking Supervision proposal for a new standardized approach for operational risk

Mignola, Giulio; Ugoccioni, Roberto; Cope, Eric - In: The journal of operational risk 11 (2016) 3, pp. 51-69

Persistent link: https://www.econbiz.de/10013177153

Effects of the financial crisis on banking operational losses

Cope, Eric W.; Carrivick, Luke - In: The journal of operational risk 8 (2013) 3, pp. 3-29

Persistent link: https://www.econbiz.de/10010248379

Macroenvironmental determinants of operational loss severity

Cope, Eric W.; Piche, Mark T.; Walter, John S. - In: Journal of Banking & Finance 36 (2012) 5, pp. 1362-1380

We investigate the relationships between the severity of operational loss events reported in the banking sector and various regulatory, legal, geographical, and economic indicators. Based on a data sample of over 57,000 losses incurred in more than 130 countries reported by the Operational...

Persistent link: https://www.econbiz.de/10010574843

Macroenvironmental determinants of operational loss severity

Cope, Eric W.; Piche, Mark T.; Walter, John S. - In: Journal of banking & finance 36 (2012) 5, pp. 1362-1380

Persistent link: https://www.econbiz.de/10009614524

Combining scenario analysis with loss data in operational risk quantification

Cope, Eric W. - In: The journal of operational risk 7 (2012) 1, pp. 39-56

Persistent link: https://www.econbiz.de/10009539322

Macroenvironmental determinants of operational loss severity

Cope, Eric W.; Piche, Mark T.; Walter, John S. - In: Journal of banking & finance 36 (2012) 5, pp. 1362-1381

Persistent link: https://www.econbiz.de/10009843634

Combining scenario analysis with loss data in operational risk quantification

Cope, Eric W. - In: The journal of operational risk 7 (2012) 1, pp. 39-56

Persistent link: https://www.econbiz.de/10010006544

Modelling operational loss severity distributions from consortium data

Cope, Eric W. - In: The journal of operational risk 5 (2010/11) 4, pp. 35-64

Persistent link: https://www.econbiz.de/10008823251

Modelling operational loss severity distributions from consortium data

Cope, Eric W. - In: The journal of operational risk 5 (2010/11) 4, pp. 35-64

Persistent link: https://www.econbiz.de/10009911455

Challenges and pitfalls in measuring operational risk from loss data

Cope, Eric W.; Mignola, Giulio; Antonini, Gianluca; … - In: The journal of operational risk 4 (2009/10) 4, pp. 3-27

Persistent link: https://www.econbiz.de/10003930039

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