| Document Title |
Author |
Issue Date |
| Estimation of Expected Operational Losses: Appro.. |
[Silvapulle, Paramsothy][Tursunalieva, Ainura]
|
9-3-2010 |
| Operational Risk Quantification Using Extreme Va.. |
[Abbate, Donato][Farkas, Walter][Gourier, Elise]
|
8-27-2010 |
| Operational Risk Under Basel II: A Model for Ext.. |
[Franklin, James]
|
8-15-2010 |
| Capital Requirements for Operational risk: an In.. |
[Belhaj, Mohamed]
|
8-8-2010 |
| Scenario Analysis in the Measurement of Operatio.. |
[Dutta, Kabir][Babbel, David F.]
|
7-31-2010 |
| A Theoretical Framework for Incorporating Scenar.. |
[Ergashev, Bakhodir]
|
7-31-2010 |
| New Capital Accord Basle II: Using LDA Approach .. |
[Yu, Willem]
|
7-25-2010 |
| Modeling Operational Risk with Bayesian Networks |
[Yoon, Y. K.][Verrall, Richard][Cowell, Robert]
|
7-23-2010 |
| A Mixing Model for Operational Risk |
[Gustafsson, Jim][Nielsen, Jens P.]
|
7-23-2010 |
| Quantifying Operational Risk Guided by Kernel Sm.. |
[Gustafsson, Jim][Nielsen, Jens P.][Pritchard, Paul][Roberts, Dix]
|
7-23-2010 |
| Modelling Operational risk Severities with Kerne.. |
[Gustafsson, Jim]
|
7-22-2010 |
| Operational Risk Modelling and Analysis: Theory .. |
[Cruz, Marcelo G.]
|
7-17-2010 |
| A Comparison of Loss Aggregation Methods for Ope.. |
[Temnov, Gregory][Warnung, Richard]
|
7-17-2010 |
| Dependence of Operational Losses and the Capital.. |
[Reshetar, Ganna]
|
7-17-2010 |
| Dynamic Operational Risk: Modeling Dependence an.. |
[Peters, Gareth][Shevchenko, Pavel][Wuethrich, Mario V.]
|
7-17-2010 |
| Estimating Operational Risk Capital for Correlat.. |
[Yener, Tina][Mittnik, Stefan]
|
7-17-2010 |
| Integrating Operational and Financial Risk Asses.. |
[Figini, Silvia][Salini, Silvia][Kenett, Ron]
|
7-10-2010 |
| Towards an operational framework for financial s.. |
[Borio, Claudio][Drehmann, Mathias]
|
7-4-2010 |
| A Dynamical Model for Forecasting Operational Lo.. |
[Bellotti, Roberto][Bardoscia, Marco]
|
7-1-2010 |
| Revised consultation paper on the management of .. |
[CEBS]
|
6-23-2010 |
