Operational risk measurement based on POT-Copula

Network Security and Communication Engineering ◽

10.1201/b18660-53 ◽

2015 ◽

pp. 231-234

Keyword(s):

Operational Risk ◽

Risk Measurement

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A systemic approach to operational risk measurement in financial institutions

The Journal of Operational Risk ◽

10.21314/jop.2007.035 ◽

2007 ◽

Vol 2 (4) ◽

pp. 27-68 ◽

Cited By ~ 3

Author(s):

Anna-Maria Kessler

Keyword(s):

Financial Institutions ◽

Operational Risk ◽

Risk Measurement ◽

Systemic Approach

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Operational risk measurement beyond the loss distribution approach: an exposure-based methodology

The Journal of Operational Risk ◽

10.21314/jop.2018.208 ◽

2018 ◽

Vol 13 (2) ◽

pp. 1-33

Author(s):

Michael Einemann ◽

Joerg Fritscher ◽

Michael Kalkbrener

Keyword(s):

Operational Risk ◽

Risk Measurement ◽

Loss Distribution ◽

Loss Distribution Approach

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Catastrophic and Operational Risk Measurement for Financial Institutions

SSRN Electronic Journal ◽

10.2139/ssrn.1316537 ◽

2008 ◽

Cited By ~ 2

Author(s):

Antoaneta Serguieva ◽

Stanislav Bozhkov ◽

Keming Yu

Keyword(s):

Financial Institutions ◽

Operational Risk ◽

Risk Measurement

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Operational Risk Measurement in Banks: An Application of Extreme Value Theory (Bankalarda Operasyonel Riskin lllmm: UU Deeer Teorisi Uygulamass)

SSRN Electronic Journal ◽

10.2139/ssrn.3013941 ◽

2007 ◽

Author(s):

Coskun KKKKkkzmen ◽

Murat Mazibas

Keyword(s):

Extreme Value Theory ◽

Operational Risk ◽

Value Theory ◽

Extreme Value ◽

Risk Measurement

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Operational Risk Measurement: Loss Distributions Approaches (Operasyonel Risk lllmm: Kayyp Daaallmlarr Modellemesi)

SSRN Electronic Journal ◽

10.2139/ssrn.3008362 ◽

2005 ◽

Author(s):

Murat Mazibas

Keyword(s):

Operational Risk ◽

Risk Measurement ◽

Loss Distributions

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Operational Risk Measurement in Banks: Arbitrage, Adjustments and Alternatives

SSRN Electronic Journal ◽

10.2139/ssrn.963231 ◽

2004 ◽

Cited By ~ 1

Author(s):

Maike Sundmacher

Keyword(s):

Operational Risk ◽

Risk Measurement

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New approach to operational risk measurement in banks

International Journal of Trade and Global Markets ◽

10.1504/ijtgm.2018.097276 ◽

2018 ◽

Vol 11 (4) ◽

pp. 259 ◽

Cited By ~ 1

Author(s):

Ewa Dziwok

Keyword(s):

Operational Risk ◽

Risk Measurement ◽

New Approach

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The Engineering of China Commercial Bank Operational Risk Measurement

Systems Engineering Procedia ◽

10.1016/j.sepro.2011.08.050 ◽

2011 ◽

Vol 1 ◽

pp. 330-336 ◽

Cited By ~ 1

Author(s):

Yuan Xie ◽

Ya-wen Wu ◽

Yu-chen Hu

Keyword(s):

Commercial Bank ◽

Operational Risk ◽

Risk Measurement

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Operational risk measurement via the loss distribution approach

2009 IEEE International Conference on Grey Systems and Intelligent Services (GSIS 2009) ◽

10.1109/gsis.2009.5408197 ◽

2009 ◽

Cited By ~ 2

Author(s):

Jichuang Feng ◽

Jianming Chen ◽

Jianping Li

Keyword(s):

Operational Risk ◽

Risk Measurement ◽

Loss Distribution ◽

Loss Distribution Approach

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Review on Treatment Methods for Heterogeneity of External Data in Operational Risk Measurement

Proceedings of the 2016 7th International Conference on Mechatronics, Control and Materials (ICMCM 2016) ◽

10.2991/icmcm-16.2016.106 ◽

2016 ◽

Author(s):

Kun Song ◽

Xiaoqian Liu

Keyword(s):

Operational Risk ◽

Risk Measurement ◽

Treatment Methods ◽

External Data

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