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  • Search: subject:"Advanced Measurement Approach"
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Year of publication
Subject
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Basler Akkord 21 Basel Accord 20 Operational risk 20 Bank risk 19 Bankrisiko 19 Operationelles Risiko 19 Risikomanagement 19 Risk management 19 operational risk 14 advanced measurement approach 13 Measurement 12 Messung 12 advanced measurement approach (AMA) 10 Kreditrisiko 7 Statistical distribution 7 Statistische Verteilung 7 Theorie 7 Theory 7 Credit risk 6 Risikomaß 6 Risk measure 6 loss distribution approach (LDA) 6 operational risk management 6 standardized measurement approach (SMA) 5 Scenario analysis 4 Advanced Measurement Approach 3 EVT 3 Estimation theory 3 Loss 3 RAROC 3 Schätztheorie 3 Szenariotechnik 3 Verlust 3 basel II 3 copulae 3 external data 3 Advanced measurement approach (AMA) 2 Algorithm 2 Algorithmus 2 Bankenaufsicht 2
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Online availability
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Undetermined 14 Free 10
Type of publication
All
Article 24 Book / Working Paper 5
Type of publication (narrower categories)
All
Article in journal 20 Aufsatz in Zeitschrift 20 Working Paper 2 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 26 Undetermined 3
Author
All
Chapelle, Ariane 4 Piacenza, Fabio 4 Cohen, Ruben D. 3 Crama, Yves 3 Badescu, Andrei L. 2 Greselin, Francesca 2 Hubner, Georges 2 Lin, X. Sheldon 2 Peters, Jean-Philippe 2 Zitikis, Ričardas 2 ANGHELACHE, Gabriela 1 Alina-Nicoleta, Radu 1 Ana-Cornelia, Olteanu 1 Anghelache, Gabriela Victoria 1 Aroda, Pavan 1 Bakker, Arjan 1 Belloni, Claudia 1 BÃLAN, Cristian 1 Chaudhary, Dinesh 1 Colombo, Andrea 1 Cope, Eric 1 Danesi, Ivan Luciano 1 Fung, Tsz Chai 1 Gabriela-Victoria, Anghelache 1 Gong, Lan 1 Guergachi, Aziz 1 Hadley, Daniel 1 Hassani, Bertrand 1 Hinchliffe, Jimi 1 Huang, Huaxiong 1 Hübner, Georges 1 Joe, Harry 1 Lazzarini, Alessandro 1 McCormack, Peter 1 Meunier, Philippe 1 Mignola, Giulio 1 Mitra, Sovan 1 Mongelluzzo, Silvia 1 Mora-Valencia, Andrés 1 Nolde, Natalia 1
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Institution
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Facultatea de Cibernetica, Statistica şi Informatica Economica, Academia de Studii Economice din Bucureşti 1 Nationale Bank van België/Banque national de Belqique (BNB) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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The journal of operational risk 16 Annales Universitatis Apulensis Series Oeconomica 1 European Research Studies Journal 1 Intelligent systems in accounting finance and management : international journal 1 Journal of risk management in financial institutions 1 MPRA Paper 1 NBB Working Paper 1 Ovidius University Annals, Economic Sciences Series 1 Proceedings of the 4th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 6-7 2009 1 Risks 1 Risks : open access journal 1 Scandinavian actuarial journal 1 Working Paper Research 1 Working paper / National Bank of Belgium / National Bank of Belgium 1
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Source
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ECONIS (ZBW) 21 RePEc 6 EconStor 2
Showing 21 - 29 of 29
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Truncated lognormals as a power-law mimic in operational risk
Torresetti, Roberto; Nordio, Claudio - In: The journal of operational risk 10 (2015/2016) 3, pp. 21-41
Persistent link: https://www.econbiz.de/10013262990
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A weighted likelihood estimator for operational risk data : improving the accuracy of capital estimates by robustifying maximum likelihood estimates
Colombo, Andrea; Lazzarini, Alessandro; Mongelluzzo, Silvia - In: The journal of operational risk 10 (2015/2016) 3, pp. 47-108
Persistent link: https://www.econbiz.de/10013262995
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Application of the convolution operator for scenario integration with loss data in operational risk modeling
Aroda, Pavan; Guergachi, Aziz; Huang, Huaxiong - In: The journal of operational risk 10 (2015) 4, pp. 23-44
Persistent link: https://www.econbiz.de/10011442585
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Modeling correlated frequencies with application in operational risk management
Badescu, Andrei L.; Gong, Lan; Lin, X. Sheldon; Tang, Dameng - In: The journal of operational risk 10 (2015) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10011298878
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Managing operationl risk : moving towards the advanced measurement approach
McCormack, Peter; Sheen, Andrew; Umande, Philip - In: Journal of risk management in financial institutions 7 (2014) 3, pp. 239-256
Persistent link: https://www.econbiz.de/10010413331
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Cover Image
Scenario generation for operational risk
Mitra, Sovan - In: Intelligent systems in accounting finance and … 20 (2013) 3, pp. 163-187
Persistent link: https://www.econbiz.de/10010196986
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Basel II and Operational Risk: Implications for risk measurement and management in the financial sector
Chapelle, Ariane; Crama, Yves; Hubner, Georges; Peters, … - 2004
This paper proposes a methodology to analyze the implications of the Advanced Measurement Approach (AMA) for the …
Persistent link: https://www.econbiz.de/10011506573
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Cover Image
Basel II and Operational Risk: Implications for risk measurement and management in the financial sector
Chapelle, Ariane; Crama, Yves; Hubner, Georges; … - Nationale Bank van België/Banque national de Belqique (BNB) - 2004
This paper proposes a methodology to analyze the implications of the Advanced Measurement Approach (AMA) for the …
Persistent link: https://www.econbiz.de/10005060030
Saved in:
Cover Image
Basel II and operational risk : implications for risk measurement and management in the financial sector
Chapelle, Ariane; Crama, Yves; Hübner, Georges; … - 2004
This paper proposes a methodology to analyze the implications of the Advanced Measurement Approach (AMA) for the …
Persistent link: https://www.econbiz.de/10011626236
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