Search Results - subject:"Loss Distribution Approach"

The Real Output Costs of Financial Crisis: A Loss Distribution Approach

Kapp, Daniel; Vega, Marco - Banco Central de Reserva del Perú - 2012

severity (loss per occurrence). We perform the Loss Distribution Approach (LDA) to estimate a multi-country aggregate GDP loss …

Persistent link: https://www.econbiz.de/10010550420

Modeling the operational risk in Iranian commercial banks : case study of a private bank

Momen, Omid; Kimiagari, Alimohammad; Noorbakhsh, Eaman - In: Journal of industrial engineering international 8 (2012), pp. 1-10

Distribution Approach with Iran's specific modifications are presented. We employed the approach of this study to model the … are discussed, and then, some solutions are recommended. Moreover, all steps of operational risk measurement based on Loss …

Persistent link: https://www.econbiz.de/10010225131

Modeling operational risk incorporating reputation risk : an integrated analysis for financial firms

Eckert, Christian; Gatzert, Nadine - In: Insurance / Mathematics & economics 72 (2017), pp. 122-137

Persistent link: https://www.econbiz.de/10011694399

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

Fast, accurate and straightforward extreme quantiles of compound loss distributions

Opdyke, John Douglas - In: The journal of operational risk 12 (2017) 4, pp. 1-30

Persistent link: https://www.econbiz.de/10013177180

Standardized measurement approach extension to integrate insurance deduction into operational risk capital requirement

Piacenza, Fabio; Belloni, Claudia - In: The journal of operational risk 12 (2017) 4, pp. 31-49

Persistent link: https://www.econbiz.de/10013177181

A note on the standard measurement approach versus the loss distribution approach-advanced measurement approach : the dawning of a new regulation

Mora-Valencia, Andrés - In: The journal of operational risk 12 (2017) 4, pp. 51-69

Persistent link: https://www.econbiz.de/10013177182

Toward an efficient people-risk capital allocation for financial firms : evidence from US banks

Feria-Domínguez, José Manuel; Jiménez-Rodríguez, Enrique - In: The journal of operational risk 12 (2017) 4, pp. 71-94

Persistent link: https://www.econbiz.de/10013177183

Operational Risk - Scenario Analysis

Rippel, Milan; Teplý, Petr - In: Prague Economic Papers 2011 (2011) 1, pp. 23-39

statistical concepts such as the Loss Distribution Approach and the Extreme Value Theory, including scenario analysis method, are …

Persistent link: https://www.econbiz.de/10008922888

Evaluating operational risk by an inhomogeneous counting process based on Panjer recursion

Jiménez, José Alfredo; Arunachalam, Viswanathan - In: The journal of operational risk 11 (2016) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10011518186