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Using Loss Data to Quantify Operational Risk

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2005Measuring Reputational Risk: The Market Reaction to Operational Loss Announcements120 cited
2007Loss Distribution Approach in Practice111 cited
2012Operational and reputational risk in the European banking industry: The market reaction to operational risk events

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2007Practical methods for measuring and managing operational risk in the financial sector: A clinical study99 cited

2004A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk93 cited

2005Implications of Alternative Operational Risk Modeling Techniques76 cited

2005The Present and Future of Financial Risk Management68 cited

2010Basel II and Operational Risk: Implications for Risk Measurement and Management in the Financial Sector62 cited

2005The Market Value Impact of Operational Risk Events for U.S. Banks and Insurers57 cited

2009Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital42 cited

2015Modeling Operational Risk Incorporating Reputation Risk: An Integrated Analysis for Financial Firms40 cited

2007Financial Sector Integration and Information Spillovers: Effects of Operational Risk Events on U.S. Banks and Insurers36 cited

2008Reputational Risk and Conflicts of Interest in Banking and Finance: The Evidence So Far33 cited

2021How Can Enterprise Risk Management Help in Evaluating the Operational Risks for a Telecommunications Company?31 cited

2010Identifying Operational Risk Exposures in Islamic Banking31 cited

2006Operational risk information system: a challenge for the banking sector28 cited