An analysis on operational risk in international banking: A Bayesian approach (2007–2011)
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References listed on IDEAS
- Aquaro, V. & Bardoscia, M. & Bellotti, R. & Consiglio, A. & De Carlo, F. & Ferri, G., 2010.
"A Bayesian Networks approach to Operational Risk,"
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- V. Aquaro & M. Bardoscia & R. Bellotti & A. Consiglio & F. De Carlo & G. Ferri, 2009. "A Bayesian Networks Approach to Operational Risk," Papers 0906.3968, arXiv.org, revised Feb 2012.
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Cited by:
- Sophia Beckett Velez, 2021. "Idiosyncratic Viral Loss Theory: Systemic Operational Losses in Banks," JRFM, MDPI, vol. 14(2), pages 1-13, February.
- José Ruiz-Canela López, 2021. "How Can Enterprise Risk Management Help in Evaluating the Operational Risks for a Telecommunications Company?," JRFM, MDPI, vol. 14(3), pages 1-26, March.
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More about this item
Keywords
Operational risk; Bayesian analysis; Monte Carlo simulation;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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