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Antoine Frachot · Study

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Antoine Frachot

7 works· latest 2007· 2 institutionscluster: provisional

h-index7

i107

Citations460

Works here7

95

96

04

07

Most cited in this library

Loss Distribution Approach for Operational Risk2007 · 175 citations
Loss Distribution Approach in Practice2007 · 111 citations
A reexamination of the uncovered interest rate parity hypothesis1996 · 50 citations
Mixing Internal and External Data for Managing Operational Risk2007 · 40 citations
FACTOR MODELS OF DOMESTIC AND FOREIGN INTEREST RATES WITH STOCHASTIC VOLATILITIES1995 · 35 citations

Works

7 shown

How to Avoid Over-Estimating Capital Charge for Operational Risk?

SSRN Electronic Journal·2007·3 authors·preprint·Open access

22citations

Loss Distribution Approach in Practice

·2007·3 authors·Open access

111citations

Loss Distribution Approach for Operational Risk

SSRN Electronic Journal·2007·3 authors·preprint·Open access

175citations

Mixing Internal and External Data for Managing Operational Risk

SSRN Electronic Journal·2007·2 authors·preprint·Open access

40citations

The Correlation Problem in Operational Risk

Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)·2004·3 authors·report·Open access

27citations

A reexamination of the uncovered interest rate parity hypothesis

Journal of International Money and Finance·1996·1 author

50citations

FACTOR MODELS OF DOMESTIC AND FOREIGN INTEREST RATES WITH STOCHASTIC VOLATILITIES

Mathematical Finance·1995·1 author

35citations