’s potential exposure, this paper wants to present the operational risk measurement. Therefore, the first part presents the …. The second part describes different measurement methods for the operational risk. The final part of this article presents … requirements of the operational risk*. *Taking into consideration the values obtained we can mention that in the case of Standard …

This article evaluates whether US large bank operational risk capital requirements are forward-looking, sensitive to …

This paper considers a bivariate operational risk cell model, in which the loss severities are modeled by some heavy …