An integrated inverse adaptive neural fuzzy system with Monte-Carlo sampling method for operational risk management

Author:

Peña Alejandro,Bonet Isis,Lochmuller Christian,Chiclana Francisco,Góngora Mario

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference48 articles.

1. The financial crisis in an operational risk management context - a review of causes and influencing factors;Andersen;Reliability Engineering & System Safety,2012

2. Austrian OeNB and FMA. (2006). Guidelines on operational risk management. http://tinyurl.com/ljnxa5h.

3. Bank for International Settlements (2010). Recognising the risk mitigating impact of insurance in operational risk modelling. http://www.bis.org/publ/bcbs181.htm.

4. Bank for International Settlements (2011). Principles for the sound management of operational risk. http://www.bis.org/publ/bcbs195.htm.

5. Bank for International Settlements (2016). Standardised measurement approach for operational risk - consultative document.

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