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Modelling Operational Risk · Study

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PreprintModelling Operational Risk

Silvan Ebnöther2001

OA

Preprintgreen2001

Modelling Operational Risk

Silvan Ebnöther · Paolo Vanini · Alexander J. McNeil · Pierre Antolinez-Fehr

37 citations·0/0 files stored·SSRN Electronic Journal

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Risk Management in Financial Firms Financial Risk and Volatility Modeling Probability and Risk Models

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References

1997Modelling Extremal Events 1997Psychology and Economics 2001Probabilistic Risk Analysis 2001An Academic Response to Basel II 2003Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling 2000Extremes and integrated risk management 2001Probabilistic risk analysis 2003Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling

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2002Ruin theory revisited: stochastic models for operational risk

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2003Operational risk: a practitioner's viewarticle · 5 shared references 2007The Quantitative Modeling of Operational Risk: Between G-and-H and EVTarticle · 3 shared references 2007The Quantitative Modeling of Operational Risk: Between G-and-H and EVTarticle · 3 shared references 2009Implementing loss distribution approach for operational riskarticle · 3 shared references 2005The Modelling of Extreme Eventsarticle · 3 shared references 2014An Academic Response to Basel 3.5article · 2 shared references

Details

Year2001

Typepreprint

Published2001-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations37

Files0 public / 0

ShelfRisk Management in Financial Firms

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doi10.2139/ssrn.293179

openalex_workW2138970919

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