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  • Search: subject:"Loss distribution approach"
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Year of publication
Subject
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loss distribution approach 9 Loss Distribution Approach 7 operational risk 7 Bayesian inference 6 extreme value theory 6 Operational Risk 5 Operational risk 5 Loss distribution approach 4 Operationelles Risiko 4 Risikomanagement 4 non-parametric statistics 4 risk measures 4 Catastrophic Risks 3 Climate Impacted Hazards 3 Copula 3 Expert Opinions 3 Local Level Decision Making 3 Risikomaß 3 Risk management 3 Risk measure 3 economic capital 3 scenario analysis 3 Bank 2 Bank risk 2 Bankrisiko 2 Basel II 2 Loss 2 Macroeconomics dependence 2 Markov chain Monte Carlo 2 Quantitative Risk Management 2 Solvency 2 2 Verlust 2 collective theory of risk 2 kollektive Risikotheorie 2 operationelle Risiken 2 Advanced Measurement Approach 1 Advanced Measurement Approaches 1 Artificial Neural Networks 1 Basel Accord 1 Basel II principles 1
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Online availability
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Free 21 CC license 1
Type of publication
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Book / Working Paper 11 Article 10
Type of publication (narrower categories)
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Article 3 Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 11 Undetermined 8 German 1 Russian 1
Author
All
Renaudin, Alexis 4 Keighley, Tim 3 Longden, Thomas 3 Mathew, Supriya 3 Rippel, Milan 3 Trück, Stefan 3 Albrecht, Peter 2 Hassani, Bertrand 2 Hassani, Bertrand K. 2 Kimiagari, Alimohammad 2 Kratz, Marie 2 Momen, Omid 2 Noorbakhsh, Eaman 2 Schwake, Edmund 2 Teplý, Petr 2 Winter, Peter 2 BARREIRA, Raquel 1 BÃLAN, Cristian 1 Capa Santos, Holger 1 Fantazzini, Dean 1 Kapp, Daniel 1 Li, Jianping 1 Mosquera Munoz, Franklin 1 Munoz, Franklin Mosquera 1 PRYER, Tristan 1 Santos, Holger Capa 1 TANG, Qi 1 Teply, Petr 1 Vega, Marco 1 Yao, Yinhong 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 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...
All
German Risk and Insurance Review (GRIR) 2 Post-Print / HAL 2 Applied Econometrics 1 Documents de travail du Centre d'Economie de la Sorbonne 1 ESSEC Working Papers 1 Financial innovation : FIN 1 IES Working Paper 1 Journal of Applied Economic Sciences 1 Journal of Industrial Engineering International 1 Journal of industrial engineering international 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 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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RePEc 12 EconStor 5 ECONIS (ZBW) 4
Showing 1 - 10 of 21
Cover Image
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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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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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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Cover Image
Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions
Keighley, Tim; Longden, Thomas; Mathew, Supriya; … - Fondazione ENI Enrico Mattei (FEEM) - 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/10011162069
Saved in:
Cover Image
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/10010426201
Saved in:
Cover Image
The Cascade Bayesian Approach for a controlled integration of internal data, external data and scenarios.
Hassani, Bertrand K.; Renaudin, Alexis - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013
proposes an innovative methodology to bring together these three different sources in the Loss Distribution Approach (LDA …
Persistent link: https://www.econbiz.de/10010617533
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The Cascade Bayesian Approach for a controlled integration of internal data, external data and scenarios
Hassani, Bertrand; Renaudin, Alexis - HAL - 2013
proposes an innovative methodology to bring together these three different sources in the Loss Distribution Approach (LDA …
Persistent link: https://www.econbiz.de/10010635130
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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/10011551824
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Modelling macroeconomic effects and expert judgements in operational risk : a Bayesian approach
Santos, Holger Capa; Kratz, Marie; Munoz, Franklin Mosquera - HAL - 2012
This work presents a contribution on operational risk under a general Bayesian context incorporating information on market risk pro le, experts and operational losses, taking into account the general macroeconomic environment as well. It aims at estimating a characteristic parameter of the...
Persistent link: https://www.econbiz.de/10010543494
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