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Undated material is presented at the end, although it may be more recent than other items
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- 2160830 Information technology at the forefront of operational risk: banks are at a greater risk
by Mohammad Ibrahim Fheili - 2160831 The Calculation of Minimum Regulatory Capital using Single-Loss Approximations
by Matthias Degen - 2160832 Observed correlations and dependencies among operational losses in the ORX consortium database
by Eric Cope and Gianluca Antonini - 2160833 Modeling insurance mitigation on operational risk capital
by Davide Bazzarello, Bert Crielaard, Fabio Piacenza, Aldo Soprano - 2160834 A comparison of loss aggregation methods for operational risk
by Grigory Temnov, Richard Warnung - 2160835 Aggregating operational risk across matrix structured loss data
by Paul Embrechts, Giovanni Puccetti - 2160836 Swiss cheese and the PRiMA model: what can information technology learn from aviation accidents?
by François Bergeon, Matthew Hensley - 2160837 The disclosure of operational risk in tunisian insurance companies
by Wael Hemrit, Mounira Ben Arab - 2160838 An econometric model to scale operational losses
by Heru Sataputera Na, Jan van den Berg, Lourenco Couto Miranda, Marc Leipoldt - 2160839 Determining the total loss distribution from the moments of the exponential of the compound loss
by Henryk Gzyl - 2160840 Operational risk management with process control and business process modeling
by Deborah Cernauskas, Anthony Tarantino - 2160841 Modeling operational risk data reported above a time-varying threshold
by Pavel Shevchenko, Grigory Temnov - 2160842 Heavy-tailed distributional model for operational losses
by Rosella Giacometti, Svetlozar Rachev, Anna Chernobai, Marida Bertocchi, Giorgio Consigli - 2160843 A framework for the analysis of reputational risk
by Sergio Scandizzo - 2160844 Sources of uncertainty in modeling operational risk losses
by Giulio Mignola and Roberto Ugoccioni - 2160845 Key motifs in the home-host mantra of operational risk management
by Andy Yeh - 2160846 A practical application of extreme value theory to operational risk in banks
by Hela Dahen, Georges Dionne, Daniel Zajdenweber - 2160847 A review of the key issues in operational risk capital modeling
by Mo Chaudhury - 2160848 Implementing a Bayesian network for foreign exchange settlement: a case study in operational risk management
by Kwabena Adusei-Poku, Gerrit Jan Van den Brink, Walter Zucchini - 2160849 Bayesian analysis of extreme operational losses
by Chyng-Lan Liang - 2160850 The most insidious operational risk: lack of effective information sharing
by Steven Francis - 2160851 A modified Panjer algorithm for operational risk capital calculations
by Dominique Guégan, Bertrand K. Hassani - 2160852 Extreme value theory and high quantile convergence
by Mikhail Makarov - 2160853 Operational loss scaling by exposure indicators: evidence from the ORX database
by Eric Cope, Abderrahim Labbi - 2160854 Transform approach for operational risk modeling: value-at-risk and tail conditional expectation
by Jiwook Jang, Genyuan Fu - 2160855 The credit crisis and operational risk - implications for practitioners and regulators
by Andreas A. Jobst - 2160856 Leadership and high-reliability organizations: why banks fail
by Brendon Young - 2160857 Combining operational loss data with expert opinions through advanced credibility theory
by Alessandra Agostini, Paolo Talamo, Vittorio Vecchione - 2160858 Corporate defence: are stakeholder's interests adequately defended?
by Sean Lyons - 2160859 Operational risk: the sting is still in the tail but the poison depends on the dose
by Andreas A. Jobst - 2160860 Infinite-mean models and the LDA for operational risk
by Johanna Nešlehová, Paul Embrechts, Valérie Chavez-Demoulin - 2160861 Modeling operational risk in financial institutions using hybrid dynamic Bayesian networks
by Martin Neil, David Häger, Lasse B. Andersen - 2160862 Operational risk capital: asymptotics in the case of heavy-tailed severity
by Anupam Sahay, Zailong Wan, Brian Keller - 2160863 Enterprise risk management and its practical implementation
by Andrey Y. Rogachev - 2160864 Observations on the new US financial regulation challenges to the financial sector: data standardization, straight-through-processing and operational risks
by Allan D. Grody - 2160865 Operational risk quantification using extreme value theory and copulas: from theory to practice
by Elise Gourier, Walter Farkas, Donato Abbate - 2160866 Accounting and risk management: the need for integration
by Brendon Young - 2160867 Developing human resources key risk indicators – Know Your Staff (KYS) practices
by Mohammad Ibrahim Fheili - 2160868 A mixing model for operational risk
by Jim Gustafsson, Jens Perch Nielsen - 2160869 The structural modeling of operational risk via Bayesian inference: combining loss data with expert opinions
by Pavel V. Shevchenko, Mario V. Wüthrich - 2160870 Uncertainty modeling framework in operational risk
by Tatiana Sakalo, Matthew Delasey - 2160871 Sanctions screening - the quest for efficiency and effectiveness
by John Evans - 2160872 Simulation of the annual loss distribution in operational risk via Panjer recursions and Volterra integral equations for value-at-risk and expected shortfall estimation
by Gareth W. Peters, Adam M. Johansen, Arnaud Doucet - 2160873 Estimation of operational risk capital charge under parameter uncertainty
by Pavel V. Shevchenko - 2160874 Basel II compliant mapping of operational risks
by Ingo Schäl, Wolfgang Stummer - 2160875 Calculation of aggregate loss distributions
by Pavel V. Shevchenko - 2160876 Modeling breach of contract risk through bundled options
by Çagrõ Haksöz, Koray D. Simsek - 2160877 Challenges and pitfalls in measuring operational risk from loss data
by Eric W. Cope, Giulio Mignola, Gianluca Antonini, Roberto Ugoccioni - 2160878 Computing the value-at-risk of aggregate severities
by Henryk Gzyl - 2160879 Operational risk class homogeneity
by Fabio Piacenza, Daniele Ruspantini, Aldo Soprano - 2160880 Aggregation issues in operational risk
by Rosella Giacometti, Svetlozar Rachev, Anna Chernobai, Marida Bertocchi - 2160881 Quantifying operational risk guided by kernel smoothing and continuous credibility: A practitioner's view
by Jim Gustafsson, Jens Perch Nielsen, Paul Pritchard, Dix Roberts - 2160882 Estimating operational risk capital for correlated, rare events
by Stefan Mittnik, Tina Yener - 2160883 Fat tails, expected shortfall and the Monte Carlo method: a note
by Michael Brunner, Fabio Piacenza, Fabio Monti, Davide Bazzarello - 2160884 An efficient threshold choice for the computation of operational risk capital
by Dominique Guégan, Bertrand K. Hassani, Cédric Naud - 2160885 Statistical models for business continuity management
by Concetto E. Bonafede, Paola Cerchiello, Paolo Giudici - 2160886 Managing operational risk capital in financial institutions
by Maurice Inuani Kilavuka - 2160887 Misconceptions about operational risk
by Imad A. Moosa - 2160888 Quantification of operational losses using firm-specific information and external database
by Ran Wei - 2160889 AML/KYC issues in M&A and VC/PE
by Jay Jhaveri - 2160890 Applications of exact extreme value theorem
by Mikhail Makarov - 2160891 Measuring causal influences in operational risk
by Richard Cech - 2160892 A dynamical approach to operational risk measurement
by Marco Bardoscia, Roberto Bellotti - 2160893 A "toy" model for operational risk quantification using credibility theory
by Hans Bühlmann, Pavel V. Shevchenko, Mario V. Wüthrich - 2160894 The role of systemic people risk in the global financial crisis
by Patrick McConnell & Keith Blacker - 2160895 Addressing the impact of data truncation and parameter uncertainty on operational risk estimates
by Xiaolin Luo, Pavel V. Shevchenko and John B. Donnelly - 2160896 Should risk managers rely on the maximum likelihood estimation method while quantifying operational risk?
by Bakhodir Ergashev - 2160897 Combining underreported internal and external data for operational risk measurement
by Montserrat Guillen, Jim Gustafsson, Jens Perch Nielsen - 2160898 LDA at work: Deutsche Bank's approach to quantifying operational risk
by Falko Aue and Michael Kalkbrener - 2160899 A model for managing online fraud risk using transaction validation
by Manoj Pandey - 2160900 Applying robust methods to operational risk modeling
by Anna Chernobai and Svetlozar T. Rachev - 2160901 Operational risk and insurance: a ruin-probabilistic reserving approach
by Vladimir K. Kaishev, Dimitrina S. Dimitrova, Zvetan G. Ignatov - 2160902 Can the single-loss approximation method compete with the standard monte carlo simulation technique?
by Christian Hess - 2160903 Supply portfolio risk
by Çağrõ Haksöz, Ashay Kadam - 2160904 Modeling Operational Loss Severity Distributions from Consortium Data
by Eric W. Cope - 2160905 Modeling and measuring multivariate operational risk with Lévy copulas
by Klaus Böcker, Claudia Klüppelberg - 2160906 A practical guide to measure operational risk using subjective data through copulas and scenario analysis
by Marco Folpmers - 2160907 Capital charges for operational risk in the Indian banking sector: alternative measures
by Romar Correa, Swati Raju - 2160908 The impact of the financial crisis on operational risk in the financial services industry: empirical evidence
by Christian Hess - 2160909 A statistical method to optimize the combination of internal and external data in operational risk measurement
by Silvia Figini, Paolo Giudici, Pierpaolo Uberti, Ani Sanyal - 2160910 Time horizon scaling for operational risk VAR
by Alan Steif - 2160911 Effect of a data collection threshold in the loss distribution approach
by Giulio Mignola, Roberto Ugoccioni - 2160912 A systemic approach to operational risk measurement in financial institutions
by Anna-Maria Kessler - 2160913 Solving the reference data problem in financial services – are we on the right path?
by Allan D. Grody - 2160914 Dynamic operational risk: modeling dependence and combining different sources of information
by Gareth W. Peters, Pavel Shevchenko, Mario V. Wüthrich - 2160915 Bayesian inference, Monte Carlo sampling and operational risk
by G.W. Peters, S. A. Sisson - 2160916 Evaluation of parameter risk via first order approximation of distortion risk measures
by Donald Erdman, Steven Major, Jacques Rioux - 2160917 Comparison of tail performance of the Champernowne transformed kernel density estimator, the generalized Pareto distribution and the g-and-h distribution
by Tine Buch-Kroman - 2160918 Recursions and Fast Fourier Transforms for Certain Bivariate Compound Distributions
by Tao Jin, Jiandong Ren - 2160919 Employee turnover: an HR risk with firm-specific context
by Mohammad Ibrahim Fheili - 2160920 Robust estimation of operational risk
by Nataliya Horbenko, Peter Ruckdeschel, Taehan Bae - 2160921 As risk management evolves, is operational risk management important?
by Philip H. Martin - 2160922 Operational Risk Quantification : A Risk Flow Approach
by Gandolf R. Finke, Mahender Singh, Svetlozar T. Rachev - 2160923 A copula-based simulation model for supply portfolio risk
by Halis Sak, Çağri Haksöz - 2160924 The measurement of capital for operational risk in Taiwanese commercial banks
by Wo-Chiang Lee, Chiang-Jye Fang - 2160925 Modeling operational risk in business processes
by Feng Cheng, Nitin Jengte, Wanli Min, Bala Ramachandran, David Gamarnik - 2160926 Estimating the lognormal-gamma model of operational risk using the Markov chain Monte Carlo method
by Bakhodir Ergashev - 2160927 Dynamic Bayesian models as an alternative to the estimation of operational risk measures
by Renato da Silva Carvalho, Hélio S. Migon, Marina Silva Paez - 2160928 Multivariate estimation for operational risk with judicious use of extreme value theory
by Mahmoud El-Gamal, Hulusi Inanoglu, Mitch Stengel - 2160929 Implementing Basel II standards on the buy side
by Bernard J. Bresnahan - 2160930 The quantification of operational risk using internal data, relevant external data and expert opinion
by Dominik D. Lambrigger, Pavel V. Shevchenko and Mario V. Wüthrich - 2164337 Treatment of the data collection threshold in operational risk: a case study using the lognormal distribution
by Alexander Cavallo, Benjamin Rosenthal, Xiao Wang and Jun Yan - 2164345 Combining scenario analysis with loss data in operational risk quantification
by Eric W. Cope - 2164348 A nonparametric approach to analyzing operational risk with an application to insurance fraud
by Catalina Bolance, Mercedes Ayuso and Montserrat Guillen - 2164352 Systemic operational risk: the UK payment protection insurance scandal
by Patrick McConnell & Keith Blacker - 2186724 Legal risk and compliance for banks operating in a common law legal system
by J. R. Terblanché - 2186729 A combination model for operational risk estimation in a Chinese banking industry case
by Jichuang Feng, Jianping Li, Lijun Gao and Zhongsheng Hua - 2186734 Capital assessment of operational risk for the solvency of health insurance companies
by Rafael Hernández Barros and MarÃa Isabel MartÃnez Torre-Enciso - 2186743 Reconstructing heavy-tailed distributions by splicing with maximum entropy in the mean
by Santiago Carrillo, Henryk Gzyl and Aldo Tagliani - 2207237 Systemic operational risk: smoke and mirrors
by Patrick McConnell - 2207251 Estimating operational risk capital: the challenges of truncation, the hazards of maximum likelihood estimation, and the promise of robust statistics
by J.D. Opdyke & Alexander Cavallo - 2207256 Asymptotics for operational risk quantified with a spectral risk measure
by Bin Tong and Chongfeng Wu - 2229510 Modeling macroeconomic effects and expert judgments in operational risk: a Bayesian approach
by Holger Capa Santos, Marie Kratz and Franklin Mosquera Muñoz - 2229512 Fuzzy methods for variable selection in operational risk management
by Paola Cerchiello and Paolo Giudici - 2229517 The major sources of operational risk and the potential benefits of its management
by Wael Hemrit and Mounira Ben Arab - 2229519 Modeling operational risk for good and bad bank loans
by Dror Parnes - 2255827 A comparison of numerical approaches to determine the severity of losses
by Henryk Gzyl, Pier Luigi Novi-Inverardi and Aldo Tagliani - 2255831 Systemic operational risk: does it exist and, if so, how do we regulate it?
by Patrick McConnell & Keith Blacker - 2255842 Adequate communication about operational risk in the business line
by Udo Milkau - 2255848 Adding prior knowledge to quantitative operational risk models
by Catalina Bolancé, Montserrat Guillén, Jim Gustafsson and Jens Perch Nielsen - 2275702 Alternative approaches to generalized Pareto distribution shape parameter estimation through expert opinions
by Claudio Andreatta and Diego Mazza - 2275704 Measuring risk with ordinal variables
by Silvia Figini and Paolo Giudici - 2275707 Measuring the operational risk of Chinese commercial banks using the semilinear credibility model
by Jing Lu, Lei Guo and Xing Liu - 2275712 Quantile distance estimation for operational risk: a practical application
by Vincent Lehérissé and Alexis Renaudin - 2292373 Effects of the financial crisis on banking operational losses
by Luke Carrivick & Eric Cope - 2292408 Using a time series approach to correct serial correlation in operational risk capital calculation
by Dominique Guégan and Bertrand K. Hassani - 2292416 Systemic operational risk: the LIBOR manipulation scandal
by Patrick McConnell - 2292435 A new operational risk assessment technique: the CASTL method
by Lukáš Štěpánek, Roman Urban and Rudolf Urban - 2317743 A simple model for pseudo-nonstationarity in operational risk loss data due to interest rate dependency and reporting threshold
by Gerrit Arlt, Frank Neumann and Udo Milkau - 2317745 Modeling dependence of operational loss frequencies
by Eike Christian Brechmann, Claudia Czado and Sandra Paterlini - 2317746 A Bayesian approach to extreme value estimation in operational risk modeling
by Bakhodir Ergashev, Stefan Mittnik and Evan Sekeris - 2317749 Closed-form approximations for operational value-at-risk
by Lorenzo Hernández, Jorge Tejero, Alberto Suárez and Santiago Carrillo-Menéndez - 2317750 Operational risk dependencies and the determination of risk capital
by Stefan Mittnik, Sandra Paterlini and Tina Yener - 2317751 How much should creditors worry about operational risk? The credit default swap spread reaction to operational risk events
by Philipp Sturm - 2330852 The limit of diversification: a lower bound on firm-wide operational risk capital
by Emre Balta and Matthias Degen - 2330855 On the optimal design of operational risk data consortiums
by Hubert Janos Kiss and Daniel Homolya - 2330857 LIBOR manipulation: operational risks resulting from brokers’ misbehavior
by Patrick McConnell - 2330863 Assimilating operational risks in common trading systems
by Dror Parnes - 2350129 Fitting operational risk data using limited information below the threshold
by Christopher M. Cormack - 2350131 Disentangling frequency models
by Erika Gomes-Gonçalves & Henryk Gzyl - 2350134 Dissecting the JPMorgan whale: a post-mortem
by Patrick McConnell - 2350138 Specification test for threshold estimation in extreme value theory
by Lourenco Couto Miranda - 2367621 Evidence, estimates and extreme values from Austria
by Stefan Kerbl - 2367625 Goodness-of-fit tests and selection methods for operational risk
by Sophie Lavaud and Vincent Lehérissé - 2367631 The mutual-information-based variance–covariance approach: an application to operational risk aggregation in Chinese banking
by Jianping Li, Xiaoqian Zhu, Yongjia Xie, Jianming Chen, Lijun Gao, Jichuang Feng, and Wujiang Shi - 2367633 Factor reduction and clustering for operational risk in software development
by Faizul Azli Mohd-Rahim, Chen Wang, Halim Boussabaine, Hamzah Abdul-Rahman, and Lincoln C.Wood - 2385871 A review of methods for combining internal and external data
by Giuseppe Galloppo and Daniele Previati - 2385873 Estimating operational risk capital with greater accuracy, precision and robustness
by J.D. Opdyke - 2385878 A checklist-based weighted fuzzy severity approach for calculating operational risk exposure on foreign exchange trades under the Basel II regime
by V. Sree Hari Rao and K. V. N. M. Ramesh - 2400835 Modeling correlated frequencies with application in operational risk management
by Andrei L. Badescu, Lan Gong, X. Sheldon Lin and Dameng Tang - 2400836 An assessment of the efficiency of operational risk management in Taiwan’s banking industry: an application of the stochastic frontier approach
by Hsiang-Hsi Liu and Mauricio Cortes - 2401155 Improved goodness-of-fit measures
by Peter Mitic - 2401156 Combining scenario and historical data in the loss distribution approach: a new procedure that incorporates measures of agreement between scenarios and historical data
by P. J. de Jongh, T. de Wet, H. Raubenheimer and J. H. Venter - 2409654 Approximations of value-at-risk as an extreme quantile of a random sum of heavy-tailed random variables
by Lincoln Hannah and Borek Puza - 2410963 A simple, transparent and rational weighting approach to combining different operational risk data sources
by Alexis Renaudin and Matthew Grant - 2411992 Bayesian operational risk models
by Silvia Figini, Lijun Gao and Paolo Giudici - 2413196 Monitoring IT operational risks across US capital markets
by Jerry Friedhoff and Mo Mansouri - 2421847 Mitigating rogue-trading behavior by means of appropriate, effective operational risk management
by Sebastian Rick & Gerrit Jan van den Brink - 2422578 Truncated lognormals as a power-law mimic in operational risk
by Roberto Torresetti and Claudio Nordio - 2424197 Outsourcing risk: a separate operational risk category?
by Jürgen Bott and Udo Milkau - 2425497 A weighted likelihood estimator for operational risk data: improving the accuracy of capital estimates by robustifying maximum likelihood estimates
by Andrea Colombo, Alessandro Lazzarini and Silvia Mongelluzzo - 2433801 A comparison of alternative mixing models for external data in operational risk
by Roberto Torresetti & Giacomo Le Pera - 2434653 Application of the convolution operator for scenario integration with loss data in operational risk modeling
by Pavan Aroda & Aziz Guergachi & Huaxiong Huang - 2435289 Random matrix theory applied to correlations in operational risk
by Pierre Clauss & Jiali Xu & Sophie Lavaud & David Cressey & François Crénin - 2435296 Modeling operational risk capital: the inconvenient truth
by Patrick McConnell - 2450272 Evaluating operational risk by an inhomogeneous counting process based on Panjer recursion
by José Alfredo Jiménez and Viswanathan Arunachalam - 2450275 A simulation comparison of quantile approximation techniques for compound distributions popular in operational risk
by P. J. de Jongh & Tertius de Wet & Helgard Raubenheimer & Kevin Panman - 2450287 A maximum entropy approach to the loss data aggregation problem
by Henryk Gzyl & Erika Gomes-Gonçalves & Silvia Mayoral - 2450304 Bank fraud and the macroeconomy
by Robert T. Stewart - 2454227 Operational loss with correlated frequency and severity: an analytical approach
by Daniel H. Stahl - 2455988 Operational risk: impact assessment of the revised standardized approach on Indian banks
by Pankaj Sinha & Sakshi Sharma - 2462466 How to turn uncertainties of operational risk capital into opportunities from a risk management perspective
by Arjan Bakker & Philippe Meunier - 2462467 A simulation comparison of aggregation periods for estimating correlations within operational loss data
by Kevin Panman & L.J. Haasbroek & Willem Pieters - 2466564 Rapidly bounding the exceedance probabilities of high aggregate losses
by Isabella Gollini & Jonathan Rougier - 2470168 Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
by Gareth W Peters & Pavel V Shevchenko & Bertrand Hassani & Ariane Chapelle - 2470184 Comments on the Basel Committee on Banking Supervision proposal for a new standardized approach for operational risk
by Giulio Mignola & Roberto Ugoccioni & Eric Cope - 2470193 An assessment of operational loss data and its implications for risk capital modeling
by Ruben D Cohen - 2473437 Operational risk and the Solvency II capital aggregation formula: implications of the hidden correlation assumptions
by Arturo Cifuentes & Ventura Charlin - 2475549 The benefit of using random matrix theory to fit high-dimensional t-copulas
by Jiali Xu & Loïc Brin - 2475551 Optimal B-robust posterior distributions for operational risk
by Ivan Luciano Danesi & Fabio Piacenza & Erlis Ruli & Laura Ventura - 2476193 Operational risk models and asymptotic normality of maximum likelihood estimation
by Paul Larsen - 2476211 The death of one thousand flowers or the AMA reborn?
by Jimi Hinchliffe - 2480856 A nonlinear analysis of operational risk events in Australian banks
by Yifei Li & Neil Allan & John Evans - 3912261 Hidden Markov regimes in operational loss data: application to the recent financial crisis
by Georges Dionne & Samir Saissi Hassani - 3914151 Operational risk and the three lines of defence in UK financial institutions: is three really the magic number?
by Kumbirai Mabwe & Patrick John Ring & Robert Webb - 3915706 Standardized measurement approach: is comparability attainable?
by Patrick McConnell - 3937336 A structural model for estimating losses associated with the mis-selling of retail banking products
by Huan Yan & Richard M. Wood - 5277326 Various approximations of the total aggregate loss quantile function with application to operational risk
by Ross Griffiths & Walid Mnif - 5277456 A note on the statistical robustness of risk measures
by Mikhail Zhelonkin & Valérie Chavez-Demoulin - 5277466 On a family of weighted Cramér–von Mises goodness-of-fit tests in operational risk modeling
by Kirill Mayorov & James Hristoskov & Narayanaswamy Balakrishnan - 5313951 An operational risk-based regime-switching model for stock prices
by Takashi Kanamura - 5313961 The issues with the standardized measurement approach and a potential future direction for operational risk capital modeling
by Ruben D Cohen - 5329986 Fast, accurate and straightforward extreme quantiles of compound loss distributions
by J.D. Opdyke - 5331646 Management of behavioral risk in the first line of defence
by Jürgen Bott & Udo Milkau - 5336006 Behavioral risks at the systemic level
by Patrick McConnell - 5346106 A note on the standard measurement approach versus the loss distribution approach–advanced measurement approach: the dawning of a new regulation
by Andrés Mora-Valencia - 5360471 Standardized measurement approach extension to integrate insurance deduction into operational risk capital requirement
by Fabio Piacenza & Claudia Belloni - 5360486 Toward an efficient people-risk capital allocation for financial firms: evidence from US banks
by José Manuel Feria-Dominguez & Enrique Jiménez-RodrÃguez - 5430331 Modeling catastrophic operational risk using a compound Neyman–Scott clustering model
by Zied Gara & Lotfi Belkacem