Operational Risk toward Basel III
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Published By John Wiley & Sons, Inc.

9781118267066, 9780470390146

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A Risk of Ruin Approach for Evaluating Commodity Trading Advisors

Operational Risk toward Basel III ◽

10.1002/9781118267066.ch22 ◽

2011 ◽

pp. 453-464

Author(s):

Greg N. Gregoriou ◽

Fabrice Douglas Rouah

Keyword(s):

Commodity Trading ◽

Commodity Trading Advisors

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Can Operational Risk Models Deal with Unprecedented Large Banking Losses?

Operational Risk toward Basel III ◽

10.1002/9781118267066.ch4 ◽

2011 ◽

pp. 85-96

Author(s):

Duc Pham-Hi

Keyword(s):

Operational Risk ◽

Risk Models

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First-Order Approximations to Operational Risk: Dependence and Consequences

Operational Risk toward Basel III ◽

10.1002/9781118267066.ch11 ◽

2011 ◽

pp. 219-245 ◽

Cited By ~ 2

Author(s):

Klaus BÖcker ◽

Claudia Klüppelberg

Keyword(s):

Operational Risk ◽

First Order

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Operational Risks in Payment and Securities Settlement Systems: A Challenge for Operators and Regulators

Operational Risk toward Basel III ◽

10.1002/9781118267066.ch19 ◽

2011 ◽

pp. 397-412

Author(s):

Daniela Russo ◽

Pietro Stecconi

Keyword(s):

Settlement Systems ◽

Operational Risks ◽

Securities Settlement

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Index

Operational Risk toward Basel III ◽

10.1002/9781118267066.index ◽

2011 ◽

pp. 479-497

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Operational Risk and Stock Market Returns: Evidence from Turkey

Operational Risk toward Basel III ◽

10.1002/9781118267066.ch6 ◽

2011 ◽

pp. 115-128

Author(s):

M. Nihat Solakoĝlu ◽

K. Ahmet Köse

Keyword(s):

Stock Market ◽

Operational Risk ◽

Market Returns ◽

Stock Market Returns

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Simple Measures for Operational Risk Reduction? An Assessment of Implications and Drawbacks

Operational Risk toward Basel III ◽

10.1002/9781118267066.ch16 ◽

2011 ◽

pp. 337-357

Author(s):

Silke N. Brandts ◽

Nicole Branger

Keyword(s):

Risk Reduction ◽

Operational Risk

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Toward an Economic and Regulatory Benchmarking Indicator for Banking Systems

Operational Risk toward Basel III ◽

10.1002/9781118267066.ch17 ◽

2011 ◽

pp. 359-379

Author(s):

John L. Simpson ◽

John Evans ◽

Jennifer Westaway

Keyword(s):

Banking Systems

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Importance Sampling Techniques for Large Quantile Estimation in the Advanced Measurement Approach

Operational Risk toward Basel III ◽

10.1002/9781118267066.ch8 ◽

2011 ◽

pp. 155-176

Author(s):

Marco Bee ◽

Giuseppe Espa

Keyword(s):

Importance Sampling ◽

Quantile Estimation ◽

Sampling Techniques ◽

Importance Sampling Techniques ◽

Measurement Approach

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Consistent Quantitative Operational Risk Measurement

Operational Risk toward Basel III ◽

10.1002/9781118267066.ch2 ◽

2011 ◽

pp. 23-68

Author(s):

Andreas A. Jobst

Keyword(s):

Operational Risk ◽

Risk Measurement

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