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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

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

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Bank governance, regulation, supervision, and risk reporting : evidence from operational risk disclosures in European banks

Barakat, Ahmed; Hussainey, Khaled - In: International review of financial analysis 30 (2013), pp. 254-273

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Regulation of cyber risk in the banking system : a Canadian case study

Peihani, Maziar - In: Journal of financial regulation 8 (2022) 2, pp. 139-161

Persistent link: https://www.econbiz.de/10013398051

Integrated programmes for operational risk

Delmar, Yo - In: Operational risk perspectives : cyber, big data, and …, (pp. 339-374). 2016

Persistent link: https://www.econbiz.de/10011868534

A comparison of the views of internal controllers/auditors and branch/call center personnel of the banks for operational risk : a case for Turkish banking sector

Zengin, Sinemis; Yüksel, Serhat - In: International journal of finance & banking studies : JJFBS 5 (2016) 4, pp. 10-29

Persistent link: https://www.econbiz.de/10011588090

Idiosyncratic viral loss theory : systemic operational losses in banks

Velez, Sophia Beckett - In: Journal of risk and financial management : JRFM 14 (2021) 2/82, pp. 1-13

reduce significant idiosyncratic operational losses. A systemic risk event that leads to significant losses in a bank holding …

Persistent link: https://www.econbiz.de/10012484192

The information value of past losses in operational risk

Curti, Filippo; Migueis, Marco - 2022

Persistent link: https://www.econbiz.de/10014282949

The application of extreme value theory in operational risk management

Teplý, Petr - In: Ekonomický časopis : časopis pre ekonomickú … 60 (2012) 7, pp. 698-716

Persistent link: https://www.econbiz.de/10010189997

Benchmarking operational risk stress testing models

Curti, Filippo; Migueis, Marco; Stewart, Robert T. - 2018

The Federal Reserve's Comprehensive Capital Analysis and Review (CCAR) requires large bank holding companies (BHCs) to … median bank range from the 90th percentile to above the 99th percentile of the operational loss distribution …

Persistent link: https://www.econbiz.de/10012181176