Add to ORKGThis paper explores the difficulties involved in quantitative measurement of operational risk and proposes simulation methods as a practical solution to obtain the distribution of total losses. It also introduces an example of the estimation of expected and unexpected losses, as well as Value-at-Risk (VaR), arising from operational risk
Within the financial industry Operational Risk is a relatively new concept, but within recent years ...
The aim of this paper is to measure operational risk in financial institutions when historical data ...
With the regulatory spotlight on operational risk management, increasing attention has been devoted ...
This paper explores the difficulties involved in quantitative measurement of operational risk and pr...
Abstracto: El documento explora las dificultades que existen en la medición cuantitativa del riesgo ...
This paper focuses on operational risk measurement techniques and on economic capital estimation met...
Operational risk management and measurement has been paid an increasing attention in last years. The...
Operational risk management and measurement has been paid an increasing attention in recent years - ...
This paper focuses on operational risk measurement techniques and on economic capital estimation met...
This paper presents the simulated results after the application of an operational risk measurement m...
In the present thesis we will firstly familiarize ourselves with the term of operational risk, it's ...
The aim of this paper is to measure operational risk in financial institutions when historical data ...
The debate on quantitative operational risk modeling has only started at the beginning of the last d...
Operational risk is one of important concepts in financial institutions. It needs to be managed, mea...
Following the Loss Distribution Approach (LDA), this article develops two procedures for the simulat...
Within the financial industry Operational Risk is a relatively new concept, but within recent years ...
The aim of this paper is to measure operational risk in financial institutions when historical data ...
With the regulatory spotlight on operational risk management, increasing attention has been devoted ...
This paper explores the difficulties involved in quantitative measurement of operational risk and pr...
Abstracto: El documento explora las dificultades que existen en la medición cuantitativa del riesgo ...
This paper focuses on operational risk measurement techniques and on economic capital estimation met...
Operational risk management and measurement has been paid an increasing attention in last years. The...
Operational risk management and measurement has been paid an increasing attention in recent years - ...
This paper focuses on operational risk measurement techniques and on economic capital estimation met...
This paper presents the simulated results after the application of an operational risk measurement m...
In the present thesis we will firstly familiarize ourselves with the term of operational risk, it's ...
The aim of this paper is to measure operational risk in financial institutions when historical data ...
The debate on quantitative operational risk modeling has only started at the beginning of the last d...
Operational risk is one of important concepts in financial institutions. It needs to be managed, mea...
Following the Loss Distribution Approach (LDA), this article develops two procedures for the simulat...
Within the financial industry Operational Risk is a relatively new concept, but within recent years ...
The aim of this paper is to measure operational risk in financial institutions when historical data ...
With the regulatory spotlight on operational risk management, increasing attention has been devoted ...