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Basel Accord
72
Basler Akkord
72
Operational risk
57
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Migueis, Marco
5
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3
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2
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The journal of operational risk
Insurance / Mathematics & economics
Journal of banking & finance
189
Journal of financial stability
90
Journal of risk management in financial institutions
80
Journal of banking regulation
70
Journal of financial intermediation
59
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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1
Semi-nonparametric estimation of operational risk capital with extreme loss events
Chen, Heng Z.
;
Cosslett, Stephen R.
- In:
The journal of operational risk
19
(
2024
)
1
,
pp. 51-86
Persistent link: https://www.econbiz.de/10014490229
Saved in:
2
Multiple-prior valuation of cash flows subject to capital requirements
Engsner, Hampus
;
Lindskog, Filip
;
Thøgersen, Julie
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 41-56
Persistent link: https://www.econbiz.de/10014316662
Saved in:
3
The information value of past losses in operational risk
Curti, Filippo
;
Migueis, Marco
- In:
The journal of operational risk
18
(
2023
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014490088
Saved in:
4
Operational risk and regulatory capital : do public and private banks differ?
Sikarwar, Tarika Singh
;
Mathur, Harshita
;
Lothi, Vandana
; …
- In:
The journal of operational risk
18
(
2023
)
3
,
pp. 91-129
Persistent link: https://www.econbiz.de/10014490167
Saved in:
5
Changes in operational risk and its determinants under Covid-19
Wang, Zongrun
;
Fu, Haiqin
;
Zhou, Ling
- In:
The journal of operational risk
17
(
2022
)
3
,
pp. 61-83
Persistent link: https://www.econbiz.de/10014247285
Saved in:
6
Portfolio risk analysis of excess of loss reinsurance
Tang, Qihe
;
Tong, Zhiwei
;
Xun, Li
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 91-110
Persistent link: https://www.econbiz.de/10013271962
Saved in:
7
Regulatory arbitrage in the use of insurance in the new standardized approach for operational risk capital
Migueis, Marco
- In:
The journal of operational risk
16
(
2021
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013168023
Saved in:
8
Measurement of operational risk regulatory capital in the banking sector : developed countries versus emerging markets
Hassanein, Medhat
;
Bouaddi, Mohammed
;
Karim, Talha
- In:
The journal of operational risk
16
(
2021
)
1
,
pp. 12-43
Persistent link: https://www.econbiz.de/10013168027
Saved in:
9
The impact of culture upon operational risk management guidelines in the banking sector of selected Asian countries
Mocanu, Mihaela Cristina
- In:
The journal of operational risk
16
(
2021
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10013168064
Saved in:
10
Extreme value theory for operational risk in insurance : a case study
Vyskočil, Michal
;
Koudelka, Jiří
- In:
The journal of operational risk
16
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013177451
Saved in:
11
Risk aggregation in non-life insurance : standard models vs. internal models
Eling, Martin
;
Jung, Kwangmin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 183-198
Persistent link: https://www.econbiz.de/10012420134
Saved in:
12
Quantification of regulatory capital for management of operational risk in banks : study from an emerging market economy
Kumar, K. Naveen
;
Chatterjee, Prosun
- In:
The journal of operational risk
15
(
2020
)
3
,
pp. 97-121
Persistent link: https://www.econbiz.de/10012497147
Saved in:
13
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
Saved in:
14
An emergent taxonomy for operational risk : capturing the wisdom of crowds
Carrivick, Luke
;
Bishop, Steve
;
Ivell, Tom
;
Wong, Valerie
; …
- In:
The journal of operational risk
15
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10013177357
Saved in:
15
Benchmarking operational risk stress testing models
Curti, Filippo
;
Migueis, Marco
;
Stewart, Robert
- In:
The journal of operational risk
15
(
2020
)
2
,
pp. 27-42
Persistent link: https://www.econbiz.de/10013177363
Saved in:
16
The operational risk disclosure practices of banks : evidence from India and Romania
Kumar, Muneesh
;
Soni, Harshmeeta
;
Mocanu, Mihaela
- In:
The journal of operational risk
14
(
2019
)
2
,
pp. 61-87
Persistent link: https://www.econbiz.de/10012052415
Saved in:
17
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
Saved in:
18
Is operational risk regulation forward looking and sensitive to current risks?
Migueis, Marco
- In:
The journal of operational risk
13
(
2018
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011976052
Saved in:
19
A review of the state of the art in quantifying operational risk
Benito, Sonia
;
Martín, Carmen López
- In:
The journal of operational risk
13
(
2018
)
4
,
pp. 89-129
Persistent link: https://www.econbiz.de/10011976061
Saved in:
20
An operational risk capital model based on the loss distribution approach
Cohen, Ruben D.
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10011895047
Saved in:
21
Forward-looking and incentive-compatible operational risk capital framework
Migueis, Marco
- In:
The journal of operational risk
13
(
2018
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011962170
Saved in:
22
A nonlinear analysis of operational risk events in Australian banks
Li, Yifei
;
Allan, Neil
;
Evans, John
- In:
The journal of operational risk
12
(
2017
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011639709
Saved in:
23
Hidden Markov regimes in operational loss data : application to the recent financial crisis
Dionne, Georges
;
Hassani, Samir Saissi
- In:
The journal of operational risk
12
(
2017
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10011639714
Saved in:
24
Standardized measurement approach : is comparability attainable?
McConnell, Patrick
- In:
The journal of operational risk
12
(
2017
)
1
,
pp. 71-110
Persistent link: https://www.econbiz.de/10011639738
Saved in:
25
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
26
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
Saved in:
27
Solvency II reporting : how to interpret funds' aggregate solvency capital requirement figures
Mezőfi, Balázs
;
Niedermayer, Andras
;
Niedermayer, Daniel
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 164-171
Persistent link: https://www.econbiz.de/10011774804
Saved in:
28
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
Saved in:
29
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
Saved in:
30
A maximum entropy approach to the loss data aggregation problem
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
The journal of operational risk
11
(
2016
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011518211
Saved in:
31
Efficient risk allocation within a non-life insurance group under Solvency II regime
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Haberman, …
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 69-76
Persistent link: https://www.econbiz.de/10011442691
Saved in:
32
The loss given default of a low-default portfolio with weak contagion
Wei, Li
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 113-123
Persistent link: https://www.econbiz.de/10011442721
Saved in:
33
Inside the solvency 2 black box : net asset balues and solvency vapital requirements with a least-squares Monte-Carlo approach
Floryszczak, Anthony
;
Le Courtois, Olivier
;
Majri, Mohamed
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 15-26
Persistent link: https://www.econbiz.de/10011630591
Saved in:
34
Operational risk : impact assessment of the revised standardized approach on Indian banks
Sinha, Pankaj
- In:
The journal of operational risk
11
(
2016
)
2
,
pp. 19-30
Persistent link: https://www.econbiz.de/10011600206
Saved in:
35
How to turn uncertainties of operational risk capital into opportunities from a risk management perspective
Meunier, Philippe
;
Bakker, Arjan
- In:
The journal of operational risk
11
(
2016
)
2
,
pp. 31-68
Persistent link: https://www.econbiz.de/10011600225
Saved in:
36
Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
Peters, Gareth
;
Shevchenko, Pavel V.
;
Hassani, Bertrand
; …
- In:
The journal of operational risk
11
(
2016
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10013177152
Saved in:
37
Comments on the Basel Committee on Banking Supervision proposal for a new standardized approach for operational risk
Mignola, Giulio
;
Ugoccioni, Roberto
;
Cope, Eric
- In:
The journal of operational risk
11
(
2016
)
3
,
pp. 51-69
Persistent link: https://www.econbiz.de/10013177153
Saved in:
38
An assessment of operational loss data and its implications for risk capital modeling
Cohen, Ruben D.
- In:
The journal of operational risk
11
(
2016
)
3
,
pp. 71-95
Persistent link: https://www.econbiz.de/10013177162
Saved in:
39
Operational risk and the Solvency II capital aggregation formula : implications of the hidden correlation assumptions
Cifuentes, Arturo
;
Charlin, Ventura
- In:
The journal of operational risk
11
(
2016
)
4
,
pp. 23-33
Persistent link: https://www.econbiz.de/10013177176
Saved in:
40
Optimal B-robust posterior distributions for operational risk
Danesi, Ivan Luciano
;
Piacenza, Fabio
;
Ruli, Erlis
; …
- In:
The journal of operational risk
11
(
2016
)
4
,
pp. 35-54
Persistent link: https://www.econbiz.de/10013177177
Saved in:
41
The death of one thousand flowers or the AMA reborn?
Hinchliffe, Jimi
- In:
The journal of operational risk
11
(
2016
)
4
,
pp. 79-91
Persistent link: https://www.econbiz.de/10013177179
Saved in:
42
An assessment of the efficiency of operational risk management in Taiwan's banking industry : an application of the stochastic frontier approach
Liu, Hsiang-hsi
;
Cortes, Mauricio
- In:
The journal of operational risk
10
(
2015
)
1
,
pp. 127-156
Persistent link: https://www.econbiz.de/10011298872
Saved in:
43
A comparison of alternative mixing models for external data in operational risk
Torresetti, Roberto
;
Le Pera, Giacomo
- In:
The journal of operational risk
10
(
2015
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011442580
Saved in:
44
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
Saved in:
45
Modeling operational risk capital : the inconvenient truth
McConnell, Patrick
- In:
The journal of operational risk
10
(
2015
)
4
,
pp. 73-111
Persistent link: https://www.econbiz.de/10011442612
Saved in:
46
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
Saved in:
47
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
Saved in:
48
Estimating operational risk capital with greater accuracy, precision and robustness
Opdyke, John Douglas
- In:
The journal of operational risk
9
(
2014
)
4
,
pp. 3-79
Persistent link: https://www.econbiz.de/10011471009
Saved in:
49
A review of methods for combining internal and external data
Galloppo, Giuseppe
;
Previati, Daniele
- In:
The journal of operational risk
9
(
2014
)
4
,
pp. 83-103
Persistent link: https://www.econbiz.de/10011471052
Saved in:
50
Optimal capital allocation in a hierarchical corporate structure
Zaks, Yaniv
;
Tsanakas, Andreas
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 48-55
Persistent link: https://www.econbiz.de/10010385035
Saved in:
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