Improving the Robustness of Operational Risk Modeling Through External Data Scaling

2015 ◽  
Author(s):  
Azamat Abdymomunov ◽  
Filippo Curti
Keyword(s):  
Operational Risk ◽  
Risk Modeling ◽  
External Data ◽  
Data Scaling ◽  
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

Model Uncertainty in Operational Risk Modeling

2015 ◽  
Author(s):  
Daoping Yu ◽  
Vytaras Brazauskas
Keyword(s):  
Model Uncertainty ◽  
Operational Risk ◽  
Risk Modeling ◽  
Operational Risk Modeling

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

scholarly journals Implications of Alternative Operational Risk Modeling Techniques

2005 ◽  
Author(s):  
Patrick de Fontnouvelle ◽  
John Jordan ◽  
Eric Rosengren
Keyword(s):  
Operational Risk ◽  
Risk Modeling ◽  
Modeling Techniques ◽  
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

scholarly journals Implications of Alternative Operational Risk Modeling Techniques

2013 ◽  
pp. 475-511 ◽  
Author(s):  
Patrick de Fontnouvelle ◽  
Eric S. Rosengren ◽  
John S. Jordan
Keyword(s):  
Operational Risk ◽  
Risk Modeling ◽  
Modeling Techniques ◽  
Operational Risk Modeling

scholarly journals Model Uncertainty in Operational Risk Modeling Due to Data Truncation: A Single Risk Case

Risks ◽  
2017 ◽  
Vol 5 (3) ◽  
pp. 49 ◽  
Author(s):  
Daoping Yu ◽  
Vytaras Brazauskas
Keyword(s):  
Model Uncertainty ◽  
Operational Risk ◽  
Risk Modeling ◽  
Data Truncation ◽  
Operational Risk Modeling

scholarly journals An approach to operational risk modeling and estimation of safety levels for deep water work class remotely operated vehicle—A case study with reference to ROSUB 6000

2016 ◽  
Vol 1 (2) ◽  
pp. 109-118 ◽  
Author(s):  
N. Vedachalam ◽  
R. Ramesh ◽  
V.B.N. Jyothi ◽  
G.A. Ramadass ◽  
M.A. Atmanand
Keyword(s):  
Deep Water ◽  
Operational Risk ◽  
Risk Modeling ◽  
Remotely Operated Vehicle ◽  
Operational Risk Modeling ◽  
Work Class ◽  
Water Work

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
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