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The Quantification of Operational Risk
4 references·2 citing·26 second hop
The Quantification of Operational Risk (2003)The Quantification of Operational RiskOperational risk: a practitioner's view (2003)Operational risk: a practitio…Functional correlation approach to operational risk in banking organizations (2003)Functional correlation approa…Cyclical Correlations, Credit Contagion, and Portfolio Losses (2003)Cyclical Correlations, Credit…Psychology and Economics (1997)Psychology and EconomicsCálculo del valor en riesgo operacional mediante redes bayesianas para una empresa financiera (2015)Cálculo del valor en riesgo o…<Special Feature "Islamic Finance at the Current Stage: Scopes and Issues"> Identifying Operational Risk Exposures in Islamic Banking (2010)<Special Feature "Islamic Fin…Introductory Statistics with Applications in General Insurance (1999)Using Bayesian Networks to Model Expected and Unexpected Operational Losses (2005)A model of investor sentiment /Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Individual differences in reasoning: Implications for the rationality debate? (2000)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)Portfolio Selection (1952)Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)Credit risk enhancement in a network of interdependent firms (2004)Aggregating risk capital, with an application to operational risk (2006)A Bayesian approach to estimate the marginal loss distributions in operational risk management (2007)Contagion and competitive intra-industry effects of bankruptcy announcements (1992)A comparative analysis of current credit risk models (2000)Financial Contagion (2000)A Simple Model of Credit Contagion (2004)Derivatives and credit contagion in interconnected networks (2012)Modelling of extremal events in insurance and finance (1994)Expected shortfall and beyond (2002)Ruin theory revisited: stochastic models for operational risk (2002)Cyclicality in Catastrophic and Operational Risk Measurements (2004)The Economics of Money, Banking and Financial Markets (1986)Risk management and financial institutions (2006)Islamic Banks and Financial Stability (2008)
this work references cited by second hop

References

  • 1997Psychology and Economics2,494 cited
  • 2003Functional correlation approach to operational risk in banking organizations58 cited
  • 2003Cyclical Correlations, Credit Contagion, and Portfolio Losses51 cited
  • 2003Operational risk: a practitioner's view28 cited

Cited by

  • 2010<Special Feature "Islamic Finance at the Current Stage: Scopes and Issues"> Identifying Operational Risk Exposures in Islamic Banking18 cited
  • 2015Cálculo del valor en riesgo operacional mediante redes bayesianas para una empresa financiera10 cited

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