scholarly journals Practices and issues in operational risk modeling under Basel II

2011 ◽  
Vol 51 (2) ◽  
pp. 180-193 ◽  
Author(s):  
Paul Embrechts ◽  
Marius Hofert
Keyword(s):  
Operational Risk ◽  
Basel Ii ◽  
Risk Modeling ◽  
Operational Risk Modeling

Applying robust methods to operational risk modeling

2006 ◽  
Vol 1 (1) ◽  
pp. 27-41 ◽  
Author(s):  
Anna Chernobai ◽  
Svetlozar Rachev
Keyword(s):  
Operational Risk ◽  
Risk Modeling ◽  
Robust Methods ◽  
Operational Risk Modeling

Operational Risk: Modeling Analytics

Technometrics ◽  
2007 ◽  
Vol 49 (4) ◽  
pp. 492-492
Author(s):  
Kristina Sendova
Keyword(s):  
Operational Risk ◽  
Risk Modeling ◽  
Operational Risk Modeling

Estimation of Truncated Data Samples in Operational Risk Modeling

2015 ◽  
Vol 83 (3) ◽  
pp. 613-640 ◽  
Author(s):  
Bakhodir Ergashev ◽  
Konstantin Pavlikov ◽  
Stan Uryasev ◽  
Evangelos Sekeris
Keyword(s):  
Operational Risk ◽  
Risk Modeling ◽  
Truncated Data ◽  
Operational Risk Modeling

New approaches to operational risk modeling

2014 ◽  
Vol 58 (4) ◽  
pp. 3:1-3:9 ◽  
Author(s):  
K. Duch ◽  
Y. Jiang ◽  
A. Kreinin
Keyword(s):  
Operational Risk ◽  
Risk Modeling ◽  
New Approaches ◽  
Operational Risk Modeling
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