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An efficient threshold choice for the computation of operational risk capital
Guégan, Dominique; Hassani, Bertrand K.; Naud, Cédric - In: The journal of operational risk 6 (2011/12) 4, pp. 3-19
Persistent link: https://www.econbiz.de/10009911473
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An efficient threshold choice for the computation of operational risk capital
Guégan, Dominique; Hassani, Bertrand K.; Naud, Cédric - In: The journal of operational risk 6 (2011/12) 4, pp. 3-19
Persistent link: https://www.econbiz.de/10009422506
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Shapley allocation, diversification and services in operational risk
Mitic, Peter; Hassani, Bertrand - In: The journal of operational risk 13 (2018) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011848894
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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