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Operational risk

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References

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2003Monte Carlo Methods in Financial Engineering3,818 cited
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1983Point Processes and Queues: Martingale Dynamics.1,065 cited
2004Credit Risk: Modeling, Valuation and Hedging1,064 cited
1982Principles of corporate finance990 cited
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2004Is Default Event Risk Priced in Corporate Bonds?566 cited
2007Measuring Default Risk Premia from Default Swap Rates and EDFs416 cited
2006A Tale of Tails: An Empirical Analysis of Loss Distribution Models for Estimating Operational Risk Capital269 cited
2006Quantitative models for operational risk: Extremes, dependence and aggregation265 cited
2004The Modelling of Operational Risk: Experience with the Analysis of the Data Collected by the Basel Committee251 cited
2005DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS201 cited

Cited by

2015An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates129 cited
2022Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies

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86 cited

2010Operations in Financial Services—An Overview76 cited

2009Scaling models for the severity and frequency of external operational loss data75 cited

2023Does digital transformation matter for operational risk exposure?57 cited

2022Is cloud computing the digital solution to the future of banking?56 cited

2021The Impact of Workload on Operational Risk: Evidence from a Commercial Bank52 cited

2016Operational Risk Management in Financial Institutions: A Literature Review46 cited

2016Operational Risk in Financial Services: A Review and New Research Opportunities46 cited

2017Operational Risk and Risk Management Quality: Evidence from U.S. Bank Holding Companies39 cited

2023Does Operational Risk Management Benefit from FinTech?37 cited

2020Workforce Policies and Operational Risk: Evidence from U.S. Bank Holding Companies27 cited

2022Are the Largest Banking Organizations Operationally More Risky?26 cited

2023Exploring the determinants of Fintech Credit: A comprehensive analysis24 cited

2017Risk management and managerial mindset20 cited

2019Operational Risk Management: Optimal Inspection Policy17 cited