scholarly journals Securing Tomorrow: An Operational Risk Capital Cushion Perspective

2021 ◽  
Vol 5 (II) ◽  
pp. 519-534
Author(s):  
Muhammad Zohair Durraani
Keyword(s):  
Operational Risk ◽  
Risk Capital

Fuzzy convolutional deep-learning model to estimate the operational risk capital using multi-source risk events

2021 ◽  
pp. 107381
Author(s):  
Alejandro Pena ◽  
Alejandro Patino ◽  
Francisco Chiclana ◽  
Fabio Caraffini ◽  
Mario Gongora ◽  
...  
Keyword(s):  
Deep Learning ◽  
Operational Risk ◽  
Learning Model ◽  
Risk Capital ◽  
Deep Learning Model

Modeling insurance mitigation on operational risk capital

2006 ◽  
Vol 1 (1) ◽  
pp. 57-65 ◽  
Author(s):  
Davide Bazzarello ◽  
Bert Crielaard ◽  
Fabio Piacenza ◽  
Aldo Soprano
Keyword(s):  
Operational Risk ◽  
Risk Capital

Operational risk capital: asymptotics in the case of heavy-tailed severity

2007 ◽  
Vol 2 (2) ◽  
pp. 61-72 ◽  
Author(s):  
Anupam Sahay ◽  
Zailong Wan ◽  
Brian Keller
Keyword(s):  
Operational Risk ◽  
Risk Capital ◽  
Heavy Tailed
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