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Introduction: Special section on operational risk · Study

WorkIntroduction: Special section on operational risk

J. David Cummins2006

Work2006

Introduction: Special section on operational risk

J. David Cummins · Paul Embrechts A

16 citations·0/0 files stored·Journal of Banking & Finance

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Banking stability, regulation, efficiency Global Financial Crisis and Policies Digital Transformation in Financial Services

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References

2006Quantitative Risk Management: Concepts, Techniques, and Tools 2002Correlation and Dependence in Risk Management: Properties and Pitfalls 1994Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?2003Risk Management: Value at Risk and Beyond 2004A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks*2006Quantitative models for operational risk: Extremes, dependence and aggregation 2004The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee 2006The market value impact of operational loss events for US banks and insurers

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2006Aggregating risk capital, with an application to operational riskarticle · 6 shared references 2008The dynamics of operational loss clusteringarticle · 6 shared references 2012A scaling model for severity of operational losses using generalized additive models for location scale and shape (GAMLSS)article · 6 shared references 2018Operational Loss Data Collection: A Literature Reviewarticle · 5 shared references 2012A review of copula models for economic time seriesarticle · 4 shared references 2013Model uncertainty and VaR aggregationarticle · 4 shared references

Details

Year2006

Typeeditorial

Published2006-06-13

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations16

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.jbankfin.2006.04.001

openalex_workW2007803147

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