The optimal operational risk capital requirement by applying the advanced measurement approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research
Link
http://link.springer.com/content/pdf/10.1007/s10100-011-0206-7.pdf
Reference21 articles.
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2. Chapelle A, Crama Y, Hübner G, Peters JP (2008) Practical methods for measuring and managing operational risk in the financial sector: a clinical study. J Bank Finan 32(6): 1049–1061
3. Correa R, Raju S (2010) Capital charges for operational risk in the Indian banking sector: alternative measures. J Oper Risk 5(1): 65–83
4. Cruz MG (2002) Modeling, measuring and hedging operational risk. Wiley, New York
5. Cummins JD, Lewis CM, Wei R (2006) The market value impact of operational loss events for US banks and insurers. J Bank Finan 30(10): 2605–2634
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1. Operational Loss Data Collection: A Literature Review;Annals of Data Science;2018-01-12
2. Computation of Operational Value at Risk Using the Severity Distribution Model Based on Bayesian Method with Gibbs Sampler;Contributions to Management Science;2016-12-20
3. Multiobjective optimization of credit capital allocation in financial institutions;Central European Journal of Operations Research;2015-03-01
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