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Operational Risk as a Function of the State of the Economy

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References

1990Forecasting, Structural Time Series Models and the Kalman Filter4,148 cited
2006Multi-period corporate default prediction with stochastic covariates973 cited
1997Trends, Cycles and Autoregressions190 cited
2003Operational Risk: Regulation, Analysis and Management134 cited
2006Capital and Risk: New Evidence on Implications of Large Operational Losses134 cited
1997Understanding Aggregate Default Rates of High-Yield Bonds84 cited
2005Capital and Risk: New Evidence on Implications of Large Operational Losses69 cited
2002The Basel 2 Approach to Bank Operational Risk: Regulation on the Wrong Track35 cited
2007The treatment of operational risk under the New Basel framework: Critical issues32 cited
2005Operational Risk: Practical Approaches to Implementation23 cited
2007Misconceptions about operational risk20 cited

Cited by

2016Operational disruptions and business cycles25 cited
2014Bank Capital for Operational Risk: A Tale of Fragility and Instability17 cited

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