On stability of operational risk estimates by LDA: From causes to approaches-Reference-Cited by-同舟云学术

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On stability of operational risk estimates by LDA: From causes to approaches

Published:2016-07 Issue: Volume:68 Page:266-278
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Zhou Xiaoping,Durfee Antonina V.,Fabozzi Frank J.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference53 articles.

1. Operational Risk: Regulation, Analysis and Management,2003

2. Cyclicality in catastrophic and operational risk measurements;Allen;Journal of Banking & Finance,2007

3. Bank Capital for Operational Risk: A Tale of Fragility and Instability;Ames,2014

4. LDA at work: Deutsche Bank’s approach to quantifying operational risk;Aue;Journal of Operational Risk,2006

5. Operational Risk – Revisions to the Simpler Approaches;Basel Committee on Banking Supervision,2014

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2. Beyond Boundaries: The AHP-DEA Model for Holistic Cross-Banking Operational Risk Assessment;Mathematics;2024-03-25

3. How to choose the dependence types in operational risk measurement? A method considering strength, sensitivity and simplicity;Journal of Operational Risk;2023

4. Operational risk assessment of third-party payment platforms: a case study of China;Financial Innovation;2022-03-01

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