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Cited by

• 2006The market value impact of operational loss events for US banks and insurers247 cited
• 2006Improved algorithms for rare event simulation with heavy tails140 cited
• 2015An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates129 cited
• 2012Reputational losses and operational risk in banking126 cited
• 2008Asymptotics of sums of lognormal random variables with Gaussian copula110 cited
• 2007Practical methods for measuring and managing operational risk in the financial sector: A clinical study99 cited
• 2004Statistical models for operational risk management82 cited
• 2010Operations in Financial Services—An Overview76 cited
• 2009Scaling models for the severity and frequency of external operational loss data75 cited
• 2015Assessing the Risks of Insuring Reputation Risk70 cited
• 2007The quantification of operational risk using internal data, relevant external data and expert opinion68 cited
• 2005The Present and Future of Financial Risk Management68 cited
• 2006Applying robust methods to operational risk modeling66 cited
• 2010Basel II and Operational Risk: Implications for Risk Measurement and Management in the Financial Sector