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Incorporating single and multiple losses in operational risk : a multi-period perspective
Mizgier, Kamil J.; Wimmer, Maximilian - In: Journal of the Operational Research Society 69 (2018) 3, pp. 358-371
Persistent link: https://www.econbiz.de/10012225020
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Risk measures derived from a regulator's perspective on the regulatory capital requirements for insurers
Cai, Jun; Mao, Tiantian - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 1065-1092
Persistent link: https://www.econbiz.de/10012307399
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An alternative to SMA : using through the cycle loss data to propose an "hourglass" solution
Grimwade, Michael - In: Journal of risk management in financial institutions 11 (2017/2018) 4, pp. 361-380
Persistent link: https://www.econbiz.de/10011980280
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Tail nonlinearly transformed risk measure as a capital constraint : a better choice for bank regulation than conditional value-at-risk?
Bergk, Kerstin; Brandtner, Mario; Kürsten, Wolfgang - In: Modern finance and risk management : Festschrift in …, (pp. 197-218). 2022
Persistent link: https://www.econbiz.de/10013336233
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Decoupling VaR and regulatory capital : an examination of practitioners' experience of market risk regulation
McCullagh, Orla; Cummins, Mark; Killian, Sheila - In: Journal of banking regulation 24 (2023) 3, pp. 321-336
Persistent link: https://www.econbiz.de/10014326959
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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
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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
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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
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Risk and solvency regulation in Europe
Doff, Rene - In: Handbook of Insurance : Volume II, (pp. 483-500). 2025
Persistent link: https://www.econbiz.de/10015399628
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Measuring the diversification of a loan portfolio
Tourin, Agnès - In: International journal of bonds and derivatives 4 (2020) 2, pp. 104-113
Persistent link: https://www.econbiz.de/10012505156