Modeling Operational Risk With Bayesian Networks

Author:

Cowell R. G.,Verrall R. J.,Yoon Y. K.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference25 articles.

1. C. Alexander , 2003 , Operational Risk: Regulation, Analysis, and Management. Prentice Hall. Basel Committee on Banking Supervision (1999) , A New Capital Adequacy Framework. Bank for International Settlements.

2. Basel Committee on Banking Supervision , 2004 , International Convergence of Capital Management and Capital Standards . Bank for International Settlements.

3. Committee of European Insurance and Occupational Pension Supervisors , 2005 , Draft Answers to the European Commission on the ‘second wave’ of Calls for Advice in the framework of the Solvency II project . Available athttp://www.ceiops.org/

4. Conference of the Insurance Supervisory Services of the Member States of the European union , 2002 , Prudential Supervision of Insurance Undertakings . Available athttp://europa.eu.int/comm/internal_market/insurance/solvency/solvency2-conference_en.htm

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