SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The dynamics of operational loss clustering · Study

ArticleShelves

ArticleThe dynamics of operational loss clustering

Anna S. Chernobai2008

OA

Articlegreen2008

The dynamics of operational loss clustering

Anna S. Chernobai · Yıldıray Yıldırım

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

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Probability and Risk Models Banking stability, regulation, efficiency Risk Management in Financial Firms

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 27 citations exist upstream.

References

2004A General Approach to Integrated Risk Management with Skewed, Fat-tailed Risks*2002Modeling, Measuring and Hedging Operational Risk 2006A Tale of Tails: An Empirical Analysis of Loss Distribution Models for Estimating Operational Risk Capital 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 2007Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis 2003Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity

Cited by

2014Bank Capital for Operational Risk: A Tale of Fragility and Instability 2018Double correlation model for operational risk: Evidence from Chinese commercial banks

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2006Aggregating risk capital, with an application to operational riskarticle · 7 shared references 2018Business Complexity and Risk Management: Evidence from Operational Risk Events in U.S. Bank Holding Companiespreprint · 7 shared references 2013Institutionalizing Operational Risk Management: An Empirical Studyarticle · 7 shared references 2015An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariatesarticle · 6 shared references 2007Operational Risk: A Surveyarticle · 6 shared references 2007Financial Sector Integration and Information Spillovers: Effects of Operational Risk Events on U.S. Banks and Insurerspreprint · 6 shared references

Details

Year2008

Typearticle

Published2008-07-13

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations27

Files0 public / 0

ShelfProbability and Risk Models

Identifiers

doi10.1016/j.jbankfin.2008.06.001

openalex_workW2139690661

Links

Imported from OpenAlex (CC0) — nothing here is generated.