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A general framework for constructing bank risk data sets

Zhu, Xiaoqian; Lu, Wei; Wu, Dengsheng; Li, Jianping - In: Journal of risk 21 (2018/2019) 1, pp. 37-59

Persistent link: https://www.econbiz.de/10011980291

Operational risk management in financial institutions : a literature review

Pakhchanyan, Suren - In: International Journal of Financial Studies : open … 4 (2016) 4, pp. 1-21

Following the three-pillar structure of the Basel II/III framework, the article categorises and surveys 279 academic papers on operational risk in financial institutions, covering the period from 1998 to 2014. In doing so, different lines of both theoretical and empirical directions for research...

Persistent link: https://www.econbiz.de/10011610145

Machine learning for categorization of operational risk events using textual description

Pakhchanyan, Suren; Fieberg, Christian; Metko, Daniel - In: The journal of operational risk 17 (2022) 4, pp. 37-65

Persistent link: https://www.econbiz.de/10014367188

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

Financial statements based bank risk aggregation

Li, Jianping; Wei, Lu; Lee, Cheng F.; Zhu, Xiaoqian; … - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 673-694

Persistent link: https://www.econbiz.de/10011979270

Bank risk aggregation with forward-looking textual risk disclosures

Wei, Lu; Li, Guowen; Li, Jianping; Zhu, Xiaoqian - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-16

Persistent link: https://www.econbiz.de/10012203124

Should the advanced measurement approach for operational risk be discarded? : evidence from the Chinese banking industry

Zhu, Xiaoqian; Li, Jianping; Wu, Dengsheng - In: Review of Pacific Basin financial markets and policies 22 (2019) 1, pp. 1950007-1-1950007-15

Persistent link: https://www.econbiz.de/10012156150

Systemic operational risk : spillover effects of large operational losses in the European banking industry

Kaspereit, Thomas; Lopatta, Kerstin; Pakhchanyan, Suren; … - In: Journal of risk finance : the convergence of financial … 18 (2017) 3, pp. 252-267

Persistent link: https://www.econbiz.de/10011742774

Drivers of bank solvency, risk provisioning and profitability in the Armenian banking system

Pakhchanyan, Suren; Prokop, Jörg; Sahakyan, Gor - In: Journal of emerging market finance 17 (2018) 3, pp. 307-332

Persistent link: https://www.econbiz.de/10011964834

On the aggregation of credit, market and operational risks

Li, Jianping; Zhu, Xiaoqian; Lee, Cheng F.; Wu, Dengsheng; … - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 161-189

Persistent link: https://www.econbiz.de/10011327637