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  • Search: subject:"Loss Distribution Approach"
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Year of publication
Subject
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Operational risk 27 Operationelles Risiko 24 Risikomanagement 24 Risk management 24 operational risk 22 Bank risk 18 Bankrisiko 18 loss distribution approach (LDA) 16 loss distribution approach 15 Basel Accord 13 Basler Akkord 13 Theorie 12 Theory 12 Risikomaß 10 Risk measure 10 Loss 9 Loss Distribution Approach 9 Loss distribution approach 9 Messung 9 Statistical distribution 9 Statistische Verteilung 9 Verlust 9 Measurement 8 advanced measurement approach (AMA) 8 Bayesian inference 7 Credit risk 7 Kreditrisiko 7 Risiko 6 Risk 6 extreme value theory 6 Operational Risk 5 economic capital 5 Basel II 4 Copula 4 Probability theory 4 Wahrscheinlichkeitsrechnung 4 non-parametric statistics 4 risk measures 4 standardized measurement approach (SMA) 4 Bank 3
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Online availability
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Free 21 Undetermined 21 CC license 1
Type of publication
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Article 38 Book / Working Paper 13
Type of publication (narrower categories)
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Article in journal 26 Aufsatz in Zeitschrift 26 Article 3 Working Paper 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 35 Undetermined 14 German 1 Russian 1
Author
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Renaudin, Alexis 5 Hassani, Bertrand 3 Keighley, Tim 3 Li, Jianping 3 Longden, Thomas 3 Mathew, Supriya 3 Rippel, Milan 3 Trück, Stefan 3 Albrecht, Peter 2 Cohen, Ruben D. 2 De Wet, Tertius 2 Gao, Xiang 2 Hassani, Bertrand K. 2 Hora, Manpreet 2 Kapp, Daniel 2 Kimiagari, Alimohammad 2 Kratz, Marie 2 Mizgier, Kamil J. 2 Momen, Omid 2 Noorbakhsh, Eaman 2 Piacenza, Fabio 2 Schwake, Edmund 2 Teplý, Petr 2 Vega, Marco 2 Wagner, Stephan M. 2 Wang, Yinghui 2 Winter, Peter 2 Zhu, Xiaoqian 2 Arunachalam, Viswanathan 1 BARREIRA, Raquel 1 Belkacem, Lotfi 1 Belloni, Claudia 1 Ber-Yuen, Pia E.K. 1 Bouveret, Antoine 1 BÃLAN, Cristian 1 Capa Santos, Holger 1 Chapelle, Ariane 1 Danesi, Ivan Luciano 1 Eckert, Christian 1 Einemann, Michael 1
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Institution
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HAL 2 Banco Central de Reserva del Perú 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Departamento de Economía, Pontificia Universidad Católica del Perú 1 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 1 ESSEC Business School 1 Facultatea de Cibernetica, Statistica şi Informatica Economica, Academia de Studii Economice din Bucureşti 1 Fondazione ENI Enrico Mattei (FEEM) 1 Institut ekonomických studií, Univerzita Karlova v Praze 1
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Published in...
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The journal of operational risk 21 German Risk and Insurance Review (GRIR) 2 Journal of Financial Transformation 2 Post-Print / HAL 2 Applied Econometrics 1 Center for Economic Research (RECent) 1 Documentos de Trabajo / Working Papers 1 Documents de travail du Centre d'Economie de la Sorbonne 1 ESSEC Working Papers 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 Financial innovation : FIN 1 IES Working Paper 1 Insurance / Mathematics & economics 1 Journal of Applied Economic Sciences 1 Journal of Industrial Engineering International 1 Journal of industrial engineering international 1 Mathematics and Computers in Simulation (MATCOM) 1 Nota di Lavoro 1 Prague Economic Papers 1 Proceedings of the 4th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 6-7 2009 1 Quantitative Finance 1 Risks 1 Risks : open access journal 1 Working Papers / Banco Central de Reserva del Perú 1 Working Papers / Fondazione ENI Enrico Mattei (FEEM) 1 Working Papers IES 1 Working paper 1
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Source
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ECONIS (ZBW) 27 RePEc 19 EconStor 5
Showing 1 - 10 of 51
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Operational risk assessment of third-party payment platforms : a case study of China
Yao, Yinhong; Li, Jianping - In: Financial innovation : FIN 8 (2022), pp. 1-20
based-Loss Distribution Approach (PSD-LDA) with double truncation is utilized to assess the operational risk. Two main …
Persistent link: https://www.econbiz.de/10013169756
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How to choose the dependence types in operational risk measurement? : a method considering strength, sensitivity and simplicity
Zhu, Xiaoqian; Wang, Yinghui; Liu, Mingxi; Li, Jianping - In: The journal of operational risk 18 (2023) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10014490122
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The cascade Bayesian approach: Prior transformation for a controlled integration of internal data, external data and scenarios
Hassani, Bertrand K.; Renaudin, Alexis - In: Risks 6 (2018) 2, pp. 1-17
in the loss distribution approach (LDA) framework through a Bayesian strategy. The integration of the different elements …
Persistent link: https://www.econbiz.de/10011996605
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The cascade Bayesian approach : prior transformation for a controlled integration of internal data, external data and scenarios
Hassani, Bertrand; Renaudin, Alexis - In: Risks : open access journal 6 (2018) 2, pp. 1-17
in the loss distribution approach (LDA) framework through a Bayesian strategy. The integration of the different elements …
Persistent link: https://www.econbiz.de/10011866503
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On modeling contagion in the formation of operational risk loss
Gao, Xiang; Wang, Zhan - In: The journal of operational risk 16 (2021) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10012630884
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Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses
Mo, Jianming; Gao, Xiang - In: The journal of operational risk 15 (2020) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10013177332
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Operational risk measurement : a loss distribution approach with segmented dependence
Zhu, Xiaoqian; Wang, Yinghui; Li, Jianping - In: The journal of operational risk 14 (2019) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10012052383
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Estimation of losses due to cyber risk for financial institutions
Bouveret, Antoine - In: The journal of operational risk 14 (2019) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10012052398
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On the selection of loss severity distributions to model operational risk
Hadley, Daniel; Joe, Harry; Nolde, Natalia - In: The journal of operational risk 14 (2019) 3, pp. 73-94
Persistent link: https://www.econbiz.de/10012132747
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Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions
Keighley, Tim; Longden, Thomas; Mathew, Supriya; … - 2014
The analysis of catastrophic and climate impacted hazards is a challenging but important exercise, as the occurrence of such events is usually associated with high damage and uncertainty. Often, at the local level, there is a lack of information on rare extreme events, such that available data...
Persistent link: https://www.econbiz.de/10010491240
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