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ArticleOperational risk

Robert A. Jarrow2007

Article2007

Operational risk

Robert A. Jarrow

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

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Risk Management in Financial Firms Banking stability, regulation, efficiency Stochastic processes and financial applications

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References

2005Stochastic Integration and Differential Equations 2003Monte Carlo Methods in Financial Engineering 2004Stochastic Calculus for Finance II: Continuous-Time Models 1983Point Processes and Queues: Martingale Dynamics.2004Credit Risk: Modeling, Valuation and Hedging 1982Principles of corporate finance 2004Bankruptcy Prediction with Industry Effects 2004Is Default Event Risk Priced in Corporate Bonds?

Cited by

2015An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates 2022Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies 2010Operations in Financial Services—An Overview 2009Scaling models for the severity and frequency of external operational loss data 2023Does digital transformation matter for operational risk exposure?2022Is cloud computing the digital solution to the future of banking?

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Year2007

Typearticle

Published2007-09-15

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations83

Files0 public / 0

ShelfRisk Management in Financial Firms

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doi10.1016/j.jbankfin.2007.06.006

openalex_workW4249212315

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2021

The Impact of Workload on Operational Risk: Evidence from a Commercial Bank

2016Operational Risk in Financial Services: A Review and New Research Opportunities