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An analysis of operational risk events in US and European Banks 2008–2014
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An analysis of operational risk events in US and European Banks 2008–2014 (2017)An analysis of operational risk events in…Operational risk quantification using extreme value theory and copulas: from theory to practice (2009)Operational risk quantificati…Implementing loss distribution approach for operational risk (2009)Implementing loss distributio…Challenges and pitfalls in measuring operational risk from loss data (2009)Challenges and pitfalls in me…A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS (2009)A PIECEWISE-DEFINED SEVERITY …Toward a complexity theory of information systems development (2006)Toward a complexity theory of…Cladistic analysis of Bantu languages: a new tree based on combined lexical and grammatical data (2006)Cladistic analysis of Bantu l…QUANTIFYING REGULATORY CAPITAL FOR OPERATIONAL RISK (2003)QUANTIFYING REGULATORY CAPITA…REVISITING MARKET EFFICIENCY: THE STOCK MARKET AS A COMPLEX ADAPTIVE SYSTEM (2002)REVISITING MARKET EFFICIENCY:…Commercial Bank Risk Management: An Analysis of the Process (1997)Commercial Bank Risk Manageme…A Complex Adaptive Systems Model of Organization Change (1997)A Complex Adaptive Systems Mo…Modelling of extremal events in insurance and finance (1994)Coherent Measures of Risk (1999)Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach (2000)Applying robust methods to operational risk modeling (2006)Risk capital allocation for RORAC optimization (2011)On the aggregation of credit, market and operational risks (2013)The Structure of Scientific Revolutions (1963)The Iron Cage Revisited: Institutional Isomorphism and Collective Rationality in Organizational Fields (1983)The iron cage revisited institutional isomorphism and collective rationality in organizational fields (2004)Entrepreneurial Behavior: Firm Organizing Processes (2010)Complexity Arrangements for Sustained Innovation: Lessons from 3M Corporation (2011)Improving safety culture through the health and safety organization: A case study (2013)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Contemporary Banking Theory (1993)Relationship Lending and Lines of Credit in Small Firm Finance (1995)Credit risk rating systems at large US banks (2000)How Relevant is Volatility Forecasting for Financial Risk Management? (2000)Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks (2002)An introduction to cybernetics (1956)The Science of "Muddling Through" (1959)Educational Organizations as Loosely Coupled Systems (1976)Now, let's make it really complex (complicated) (2011)Dialectics of Collective Minding: Contradictory Appropriations of Information Technology in a High-Risk Project1 (2012)Uncertainty, Knowledge Problems, and Entrepreneurial Action (2018)Towards Greater Accuracy in Lexicostatistic Dating (1955)Africa-Its Peoples and Their Culture History (1960)Language-tree divergence times support the Anatolian theory of Indo-European origin (2003)Does horizontal transmission invalidate cultural phylogenies? (2009)Automated Dating of the World’s Language Families Based on Lexical Similarity (2011)Cultural phylogeography of the Bantu Languages of sub-Saharan Africa (2013)Essays in Positive Economics. (1954)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)The Index cohesive effect on stock market correlations (2009)COVID-19: hotel industry response to the pandemic evolution and to the public sector economic measures (2020)Advancing the understanding of pharmaceutical supply chain resilience using complex adaptive system (CAS) theory (2021)Modelling Extremal Events (1997)An Introduction to Statistical Modeling of Extreme Values (2001)RISK INTEGRATION MECHANISMS AND APPROACHES IN BANKING INDUSTRY (2012)Operational Loss Data Collection: A Literature Review (2018)Operational risk assessment of third-party payment platforms: a case study of China (2022)An Introduction to Copulas (1999)Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses? (2010)A New Parameter Estimator for the Generalized Pareto Distribution under the Peaks over Threshold Framework (2019)Macroenvironmental determinants of operational loss severity (2011)Model uncertainty and VaR aggregation (2013)Operational Risk Management in Financial Institutions: A Literature Review (2016)Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates (2013)Multivariate VaRs for operational risk capital computation: a vine structure approach (2013)Double correlation model for operational risk: Evidence from Chinese commercial banks (2018)
this work references cited by second hop

References

  • 1997A Complex Adaptive Systems Model of Organization Change611 cited
  • 2006Toward a complexity theory of information systems development230 cited
  • 1997Commercial Bank Risk Management: An Analysis of the Process203 cited
  • 2003QUANTIFYING REGULATORY CAPITAL FOR OPERATIONAL RISK106 cited
  • 2006Cladistic analysis of Bantu languages: a new tree based on combined lexical and grammatical data82 cited
  • 2002REVISITING MARKET EFFICIENCY: THE STOCK MARKET AS A COMPLEX ADAPTIVE SYSTEM81 cited
  • 2009Challenges and pitfalls in measuring operational risk from loss data60 cited
  • 2009Operational risk quantification using extreme value theory and copulas: from theory to practice42 cited
  • 2009Implementing loss distribution approach for operational risk41 cited
  • 2009A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS27 cited

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