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Content
Undated
- 5438696 Shapley allocation, diversification and services in operational risk
by Peter Mitic & Bertrand Hassani - 5462036 Bridging networks, systems and controls frameworks for cybersecurity curriculums and standards development
by Yogesh Malhotra - 5462041 Tail dependence in small samples: from theory to practice
by Sophie Lavaud - 5563531 Modeling very large losses
by Henryk Gzyl - 5603111 An operational risk capital model based on the loss distribution approach
by Ruben D Cohen - 5603211 Distortion risk measures for nonnegative multivariate risks
by Jaume Belles-Sampera & Montserrat Guillen & José MarÃa Sarabia & Faustino Prieto - 5603216 Operational risk measurement beyond the loss distribution approach: an exposure-based methodology
by Michael Einemann & Joerg Fritscher & Michael Kalkbrener - 5848721 Operational risk: a forgotten case study
by Patrick McConnell - 5878251 Risk monitoring through better knowledge-based risk processes
by Amine Nehari Talet & Louay Karadsheh & Mufleh Amin AL Jarrah & Samer Alhawari - 5940051 Modeling operational risk depending on covariates: an empirical investigation
by Paul Embrechts & Kamil Mizgier & Xian Chen - 5940086 Forward-looking and incentive-compatible operational risk capital framework
by Marco Migueis - 6036926 Predictive fraud analytics: B-tests
by Sergey Afanasiev & Anastasiya Smirnova - 6128506 Is operational risk regulation forward looking and sensitive to current risks?
by Marco Migueis - 6184706 A review of the state of the art in quantifying operational risk
by Sonia Benito & Carmen López MartÃn - 6184741 Global perspectives on operational risk management and practice: a survey by the Institute of Operational Risk (IOR) and the Center for Financial Professionals (CeFPro)
by Gareth W Peters & George Clark & John Thirlwell & Manoj Kulwal - 6383401 Operational risk measurement: a loss distribution approach with segmented dependence
by Xiaoqian Zhu & Yinghui Wang & Jianping Li - 6446376 An alternative approach for the operational risk assessment of a new product
by Andrea Giacchero & Jacopo Moretti & Francesco Cesarone & Fabio Tardella - 6446746 Maximum likelihood estimation error and operational value-at-risk stability
by Paul Larsen - 6446751 Introducing a novel system-of-systems axiomatic risk management technique for production systems
by Asif Mahmood - 6653501 Estimation of losses due to cyber risk for financial institutions
by Antoine Bouveret - 6685796 Sample dependence of risk premiums
by Erika Gomes-Gonçalves & Henryk Gzyl & Silvia Mayoral - 6726526 Quantification of operational risk: statistical insights on coherent risk measures
by Dany Ng Cheong Vee & Preethee Nunkoo Gonpot & Thekke Variyam Ramanathan - 6726531 The operational risk disclosure practices of banks: evidence from India and Romania
by Muneesh Kumar & Harshmeeta Kaur Soni & Mihaela Mocanu - 6967056 The use of business intelligence and predictive analytics in detecting and managing occupational fraud in Nigerian banks
by Chioma N. Nwafor & Obumneme Z. Nwafor & Chris Onalo - 6983531 On the selection of loss severity distributions to model operational risk
by Daniel Hadley & Harry Joe & Natalia Nolde - 7024951 An investigation of cyber loss data and its links to operational risk
by Ruben D Cohen & Jonathan Humphries & Sabrina Veau & Roger Francis - 7027361 Applying existing scenario techniques to the quantification of emerging operational risks
by Michael Grimwade - 7100741 The impact of enterprise risk management on the performance of companies in transition countries: Serbia case study
by Marija Panić & Milica VeliÄ ković & Danijela Voza & Živan Živković & Zuzana Virglerová - 7123596 Measuring expected shortfall under semi-parametric expected shortfall approaches: a case study of selected Southern European/Mediterranean countries
by Nikola Radivojević & Borislav Bojić & Marija Lakićević - 7241696 Cyber risk management: an actuarial point of view
by Maria Francesca Carfora & Fabio Martinelli & Francesco Mercaldo & Albina Orlando - 7241936 Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo
by Peter Mitic & Jiaqi Hu - 7378321 Difference between the determinants of operational risk reporting in Islamic and conventional banks: evidence from Saudi Arabia
by Wael Hemrit - 7378361 Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses
by Jianming Mo & Xiang Gao - 7450541 What do risk disclosures reveal about banking operational risk processes? Content analysis of banks’ risk disclosures in the Visegrad Four countries
by Gabriella Lamanda & Zsuzsanna Tamasne Vonek - 7650051 An emergent taxonomy for operational risk: capturing the wisdom of crowds
by Luke Carrivick & Steve Bishop & Tom Ivell & Valerie Wong & Ramy Farha - 7652121 Strategic and technology risks: the case of Co-operative Bank
by Patrick McConnell - 7653876 What is essential is invisible to the eye: prioritizing near misses to prevent future disasters
by Andrea Giacchero & Jacopo Moretti - 7659036 Benchmarking operational risk stress testing models
by Filippo Curti & Marco Migueis & Robert Stewart - 7696246 Does the source of information influence depositors’ withdrawal intentions during operational events?
by Suné Ferreira & Zandri Dickason-Koekemoer - 7706881 Evaluating cyclic risk propagation through an organization
by Mark S. Gallagher & Daniel S. Fenn & Shane N. Hall - 7724476 Quantification of regulatory capital for management of operational risk in banks: study from an emerging market economy
by K. Naveen Kumar & Prosun Chatterjee - 7724481 Ten laws of operational risk
by Michael Grimwade - 7731316 The strange case of the Jet Airways bankruptcy: a financial structure analysis
by Matteo Rossi & Giuseppe Festa & Ashutosh Kolte & S. M. Riad Shams - 7736781 Detection of financial fraud risk: implications for financial stability
by S. M. Riad Shams & Abdus Sobhan & Demetris Vrontis & Zhanna Belyaeva & Darko Vukovic - 7736786 The spillover effect of the Bangladesh Bank cyber heist on banks’ cyber risk disclosures in Bangladesh
by Mohammed Mehadi Masud Mazumder & Abdus Sobhan - 7744526 Critical variables in the implementation of a risk-based internal audit: a theoretical and empirical investigation of Greek companies
by Petros Lois & George Drogalas & Konstantinos Petridis & Karyofylis Doulgeridis - 7799501 Regulatory arbitrage in the use of insurance in the new standardized approach for operational risk capital
by Marco Migueis - 7800146 Bank supervision: lessons from the post-2008 banking crisis
by Jeremy Quick - 7803396 Measurement of operational risk regulatory capital in the banking sector: developed countries versus emerging markets
by Medhat Hassanein & Mohammed Bouaddi & Talha Karim - 7812371 The impact of culture upon operational risk management guidelines in the banking sector of selected Asian countries
by Mihaela Mocanu - 7822071 The economic cost of a fat finger mistake: a comparative case study from Samsung Securities’s ghost stock blunder
by Yongkil Ahn - 7847096 Risk governance, market competition and operational risk disclosure quality: a study of the ASEAN-5 banking sector
by Etikah Karyani & Oluwaseun Kolade & Setio Anggoro Dewo - 7849646 An approach to simultaneously assess operational risk and maturity levels in information technology management
by Hossein Moinzad & Mohammad Jafar Tarokh & Mohammad Taghi Taghavifard - 7860311 On modeling contagion in the formation of operational risk loss
by Xiang Gao & Zhan Wang - 7877796 Key impact deep dive (KIDD)
by Philip Umande - 7879801 Ex-intrusion corporate cyber risk: evidence from internet protocol networks
by Bill B. Francis & Wenyao Hu & Thomas D. Shohfi - 7882821 Nonhomogeneous bivariate compound Poisson process with short-term periodicity
by Ali Sakhaei & Parviz Nasiri - 7883941 Risk disclosures in annual reports: the role of nonfinancial companies listed on the Athens stock exchange
by Fragiskos Gonidakis & Andreas G. Koutoupis & Panagiotis Kyriakogkonas & Grigorios Lazos - 7894006 Fighting Covid-19 in countries and operational risk in banks: similarities in risk management processes
by Thomas Kaiser - 7898876 The role of management accounting practices in operational risk management: the case of Palestinian commercial banks
by Hind Muhtaseb & Derar Eleyan - 7900461 Enterprise risk management and firm performance: evidence from Malaysian nonfinancial firms
by Aidil Rizal Shahrin & Abdul Hakam Ibrahim - 7900466 Extreme value theory for operational risk in insurance: a case study
by Michal VyskoÄ il & Jiřà Koudelka - 7927686 Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
by Marco Bee & Julien Hambuckers - 7928586 Evaluation of backtesting on risk models based on data envelopment analysis
by Grigorios Kontaxis & Ioannis E. Tsolas - 7929036 Revisiting the linkage between internal audit function characteristics and internal control quality
by Iakovos Michailidis & Kyriaki Alexandridou & Michail Nerantzidis & George Drogalas - 7929816 Preventing the unpleasant: fraudulent financial statement detection using financial ratios
by Michail Pazarskis & Grigorios Lazos & Andreas G. Koutoupis & George Drogalas - 7948766 Technology risk management in fintech: underlying mechanisms and challenges
by Xiaohui Chen & Hongwei Zhang & Lei Teng - 7950041 The status of people risk management in UK banks
by Kumbirai Mabwe & Patrick John Ring & Robert Webb - 7950136 Correlations in operational risk stress testing: use and abuse
by Peter Mitic - 7951531 How climate change may impact operational risk
by Michael Grimwade - 7954434 Changes in operational risk and its determinants under Covid-19
by Zongrun Wang & Haiqin Fu & Ling Zhou - 7954602 Modeling systemic operational risk in the Covid-19 pandemic
by Patrick McConnell - 7954705 How does the pandemic change operational risk? Evidence from textual risk disclosures in financial reports
by Yinghui Wang & Yanpeng Chang & Jianping Li - 7955094 The Compliance Index: a behavioral approach to compliance risk management in the (post-) Covid-19 era
by Sebastian Rick & Ralf Jasny - 7955253 Modeling very large losses. II
by Henryk Gzyl - 7955302 Imbalanced data issues in machine learning classifiers: a case study
by Mingxing Gong - 7955507 Systemic operational risk in the Australian banking system: the Royal Commission
by Patrick McConnell - 7955548 Machine learning for categorization of operational risk events using textual description
by Suren Pakhchanyan & Christian Fieberg & Daniel Metko & Thomas Kaspereit - 7956063 Operational risk: a global examination based on bibliometric analysis
by Haitham Nobanee & Maryam Alhajjar & Mehroz Nida Dilshad & Maitha Sultan Al Kuwaiti & Anoud Abdulla Al Kaabi - 7956129 Audit committee characteristics and the audit report lag in Greece
by Michail Nerantzidis & George Drogalas & Themistokles Lazarides & Evangelos Chytis & Dimitris Mitskinis - 7956133 Measuring tail operational risk in univariate and multivariate models with extreme losses
by Yang Yang & Yishan Gong & Jiajun Liu - 7956267 A risk-based internal audit methodology for Greek local government organizations
by Michail Pazarskis & Andreas G. Koutoupis & Maria Kyriakou & Stergios Galanis - 7956708 Does board diversity mitigate firm risk-taking? Empirical evidence from China
by Furman Ali & Bai Gang & Zohaib Zahid & Azhar Mughal & Baqir Husnain - 7956743 Application of the radial basis function in solving an operational risk management model: investigating the probability of bank survival with risk reserves
by Mansoureh Rasouli & Mohammad Ali Fariborzi Araghi & Tayebe Damercheli - 7956751 The information value of past losses in operational risk
by Filippo Curti & Marco Migueis - 7956910 Cyber risk definition and classification for financial risk management
by Filippo Curti & Jeffrey Gerlach & Sophia Kazinnik & Michael Lee & Atanas Mihov - 7957503 Integrating text mining and analytic hierarchy process risk assessment with knowledge graphs for operational risk analysis
by Zuzhen Ji & Xuhai Duan & Dirk Pons & Yong Chen & Zhi Pei - 7957562 A text analysis of operational risk loss descriptions
by Davide Di Vincenzo & Francesca Greselin & Fabio Piacenza & RiÄ ardas Zitikis - 7957572 Operational risk and regulatory capital: do public and private banks differ?
by Tarika Singh Sikarwar & Harshita Mathur & Vandana Lothi & Aarti Tomar - 7957611 How to choose the dependence types in operational risk measurement? A method considering strength, sensitivity and simplicity
by Xiaoqian Zhu & Yinghui Wang & Mingxi Liu & Jianping Li - 7958088 Legal risk management in the Polish banking sector
by Agnieszka Modras - 7958131 Estimating the correlation between operational risk loss categories over different time horizons
by Maurice L. Brown & Cheng Ly - 7958186 How does fintech affect the revenue and risk of commercial banks? Evidence from China
by Lixia Yu & Zhenghan Li & Liujue Li - 7958255 Credible value-at-risk
by Peter Mitic - 7959042 Estimating the probability of insurance recovery in operational risk
by Ruben D Cohen & Jonathan Humphries & Jia Lu - 7959050 The important role of information technology and internal auditing in risk management: evidence from Greece
by George Drogalas & Michail Pazarskis & Grigorios Lazos & Konstantinos Golidopoulos - 7959065 Semi-nonparametric estimation of operational risk capital with extreme loss events
by Heng Z. Chen & Stephen R. Cosslett - 7959082 Composite Tukey-type distributions with application to operational risk management
by Linda Möstel & Matthias Fischer & Marius Pfeuffer - 7959790 Integrating internal and external loss data via an equivalence principle
by Ruben D Cohen & Jia Lu & Jonathan Humphries - 7959794 Do government audits raise the risk awareness of management? An investigation from the perspective of cost variability
by Zhoutianyang Sun & Jia Li - 7959806 Natural language processing-based detection of systematic anomalies among the narratives of consumer complaints
by Peiheng Gao & Ning Sun & Xuefeng Wang & Chen Yang & RiÄ ardas Zitikis - 7959839 How is risk culture conceptualized in organizations? The pan-industry risk culture (PIRC) model
by Roger Noon - 7960306 A qualitative study of operational resilience in financial institutions
by Sharada Iyer & George del Hierro Jr & Indira Guzman - 7960307 Artificial intelligence in crisis management: a bibliometric analysis
by Siyu Lei & Shuang Wang & Yiwen Tuo - 7960317 Cyber risk assessment model for information assets: a tailored approach for the financial and banking sector
by Amir Schreiber & Israel Waismel-Manor - 7960403 Unraveling Lebanon’s financial crisis: the path from promise to peril, delving into a risk strategist’s own experience
by Mohammad Ibrahim Fheili - 7960716 Determination of the fraction of losses and their probabilities by type of risk and business line from aggregate loss data
by Henryk Gzyl & Argimiro Arratia - 7960930 Operational risks: trends and challenges
by Emelly Anne Silva de Lima & Maria Silene Alexandre Leite - 7960958 Operational risk and non-life insurers’ performance
by Joseph Oscar Akotey & Anthony Boakye Appiagyei & Godfred Aawaar