The frequency and severity of operational losses: a cross-country comparison
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DOI: 10.1080/13504851.2012.684777
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References listed on IDEAS
- de Fontnouvelle, Patrick & Dejesus-Rueff, Virginia & Jordan, John S. & Rosengren, Eric S., 2006.
"Capital and Risk: New Evidence on Implications of Large Operational Losses,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(7), pages 1819-1846, October.
- Patrick de Fontnouvelle & Virginia DeJesus-Rueff & John S. Jordan & Eric Rosengren, 2003. "Capital and risk: new evidence on implications of large operational losses," Working Papers 03-5, Federal Reserve Bank of Boston.
- Moosa, Imad, 2011. "Operational risk as a function of the state of the economy," Economic Modelling, Elsevier, vol. 28(5), pages 2137-2142, September.
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Cited by:
- Larry Li & Imad Moosa, 2015. "Operational risk, the legal system and governance indicators: a country-level analysis," Applied Economics, Taylor & Francis Journals, vol. 47(20), pages 2053-2072, April.
- Lu Wei & Jianping Li & Xiaoqian Zhu, 2018. "Operational Loss Data Collection: A Literature Review," Annals of Data Science, Springer, vol. 5(3), pages 313-337, September.
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