Combining Underreported Internal and External Data for Operational Risk Measurement

2008 ◽  
Author(s):  
Montserrat Guillén ◽  
Jim Gustafsson ◽  
Jens Perch Nielsen
Keyword(s):  
Operational Risk ◽  
Risk Measurement ◽  
External Data

Combining underreported internal and external data for operational risk measurement

2008 ◽  
Vol 3 (4) ◽  
pp. 3-24 ◽  
Author(s):  
Montserrat Guillen ◽  
Jim Gustafsson ◽  
Jens Perch Nielsen
Keyword(s):  
Operational Risk ◽  
Risk Measurement ◽  
External Data

A statistical method to optimize the combination of internal and external data in operational risk measurement

2007 ◽  
Vol 2 (4) ◽  
pp. 69-78 ◽  
Author(s):  
Silvia Figini ◽  
Paolo Giudici ◽  
Pierpaolo Uberti ◽  
Ani Sanyal
Keyword(s):  
Statistical Method ◽  
Operational Risk ◽  
Risk Measurement ◽  
External Data

A systemic approach to operational risk measurement in financial institutions

2007 ◽  
Vol 2 (4) ◽  
pp. 27-68 ◽  
Author(s):  
Anna-Maria Kessler
Keyword(s):  
Financial Institutions ◽  
Operational Risk ◽  
Risk Measurement ◽  
Systemic Approach

The quantification of operational risk using internal data, relevant external data and expert opinion

2007 ◽  
Vol 2 (3) ◽  
pp. 3-27 ◽  
Author(s):  
Dominik Lambrigger ◽  
Pavel Shevchenko ◽  
Mario Wüthrich
Keyword(s):  
Expert Opinion ◽  
Operational Risk ◽  
External Data

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

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

Internal Data, External Data and Consortium Data - How to Mix Them for Measuring Operational Risk

2002 ◽  
Author(s):  
Nicolas Baud ◽  
Antoine Frachot ◽  
Thierry Roncalli
Keyword(s):  
Operational Risk ◽  
External Data

Catastrophic and Operational Risk Measurement for Financial Institutions

2008 ◽  
Author(s):  
Antoaneta Serguieva ◽  
Stanislav Bozhkov ◽  
Keming Yu
Keyword(s):  
Financial Institutions ◽  
Operational Risk ◽  
Risk Measurement
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