Journal of Operational Risk

From Journal of Operational Risk
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Operational risk, capital regulation and model risk: Robert Stewart
The robot-labeling phenomenon: robot-ready modern operational risk management: Alexandra PrisznyÃ¡k
Navigating risk horizons: a comprehensive bibliometric analysis of corporate risk management: Shubhangi Bedi, Keshav Malhotra and Meena Sharma
Operational risk modeling under the loss distribution approach: estimation of operational risk capital by business line versus risk category: Hrair Danageuzian and Re-Mi Hage
Operational risk and non-life insurersâ€™ performance: Joseph Oscar Akotey, Anthony Boakye Appiagyei and Godfred Aawaar
Operational risks: trends and challenges: Emelly Anne Silva de Lima and Maria Silene Alexandre Leite
Determination of the fraction of losses and their probabilities by type of risk and business line from aggregate loss data: Henryk Gzyl and Argimiro Arratia
Unraveling Lebanonâ€™s financial crisis: the path from promise to peril, delving into a risk strategistâ€™s own experience: Mohammad Ibrahim Fheili
Cyber risk assessment model for information assets: a tailored approach for the financial and banking sector: Amir Schreiber and Israel Waismel-Manor
Artificial intelligence in crisis management: a bibliometric analysis: Siyu Lei, Shuang Wang and Yiwen Tuo
A qualitative study of operational resilience in financial institutions: Sharada Iyer, George del Hierro and Indira Guzman
How is risk culture conceptualized in organizations? The pan-industry risk culture (PIRC) model: Roger Noon
Natural language processing-based detection of systematic anomalies among the narratives of consumer complaints: Peiheng Gao, Ning Sun, Xuefeng Wang, Chen Yang and RiÄ ardas Zitikis
Do government audits raise the risk awareness of management? An investigation from the perspective of cost variability: Zhoutianyang Sun and Jia Li
Integrating internal and external loss data via an equivalence principle: Ruben D Cohen, Jia Lu and Jonathan Humphries
Composite Tukey-type distributions with application to operational risk management: Linda MÃ¶stel, Matthias Fischer and Marius Pfeuffer
Semi-nonparametric estimation of operational risk capital with extreme loss events: Heng Z. Chen and Stephen R. Cosslett
The important role of information technology and internal auditing in risk management: evidence from Greece: George Drogalas, Michail Pazarskis, Grigorios Lazos and Konstantinos Golidopoulos
Estimating the probability of insurance recovery in operational risk: Ruben D Cohen, Jonathan Humphries and Jia Lu
Credible value-at-risk: Peter Mitic
How does fintech affect the revenue and risk of commercial banks? Evidence from China: Lixia Yu, Zhenghan Li and Liujue Li
Estimating the correlation between operational risk loss categories over different time horizons: Maurice L. Brown and Cheng Ly
Legal risk management in the Polish banking sector: Agnieszka Modras
How to choose the dependence types in operational risk measurement? A method considering strength, sensitivity and simplicity: Xiaoqian Zhu, Yinghui Wang, Mingxi Liu and Jianping Li
Operational risk and regulatory capital: do public and private banks differ?: Tarika Singh Sikarwar, Harshita Mathur, Vandana Lothi and Aarti Tomar
A text analysis of operational risk loss descriptions: Davide Di Vincenzo, Francesca Greselin, Fabio Piacenza and RiÄ ardas Zitikis
Integrating text mining and analytic hierarchy process risk assessment with knowledge graphs for operational risk analysis: Zuzhen Ji, Xuhai Duan, Dirk Pons, Yong Chen and Zhi Pei
Cyber risk definition and classification for financial risk management: Filippo Curti, Jeffrey Gerlach, Sophia Kazinnik, Michael Lee and Atanas Mihov
The information value of past losses in operational risk: Filippo Curti and Marco Migueis
Application of the radial basis function in solving an operational risk management model: investigating the probability of bank survival with risk reserves: Mansoureh Rasouli, Mohammad Ali Fariborzi Araghi and Tayebe Damercheli
Does board diversity mitigate firm risk-taking? Empirical evidence from China: Furman Ali, Bai Gang, Zohaib Zahid, Azhar Mughal and Baqir Husnain
A risk-based internal audit methodology for Greek local government organizations: Michail Pazarskis, Andreas G. Koutoupis, Maria Kyriakou and Stergios Galanis
Measuring tail operational risk in univariate and multivariate models with extreme losses: Yang Yang, Yishan Gong and Jiajun Liu
Audit committee characteristics and the audit report lag in Greece: Michail Nerantzidis, George Drogalas, Themistokles Lazarides, Evangelos Chytis and Dimitris Mitskinis
Operational risk: a global examination based on bibliometric analysis: Haitham Nobanee, Maryam Alhajjar, Mehroz Nida Dilshad, Maitha Sultan Al Kuwaiti and Anoud Abdulla Al Kaabi
Machine learning for categorization of operational risk events using textual description: Suren Pakhchanyan, Christian Fieberg, Daniel Metko and Thomas Kaspereit
Systemic operational risk in the Australian banking system: the Royal Commission: Patrick McConnell
Imbalanced data issues in machine learning classifiers: a case study: Mingxing Gong
Modeling very large losses. II: Henryk Gzyl
The Compliance Index: a behavioral approach to compliance risk management in the (post-) Covid-19 era: Sebastian Rick and Ralf Jasny
How does the pandemic change operational risk? Evidence from textual risk disclosures in financial reports: Yinghui Wang, Yanpeng Chang and Jianping Li
Modeling systemic operational risk in the Covid-19 pandemic: Patrick McConnell
Changes in operational risk and its determinants under Covid-19: Zongrun Wang, Haiqin Fu and Ling Zhou
How climate change may impact operational risk: Michael Grimwade
Correlations in operational risk stress testing: use and abuse: Peter Mitic
The status of people risk management in UK banks: Kumbirai Mabwe, Patrick John Ring and Robert Webb
Technology risk management in fintech: underlying mechanisms and challenges: Xiaohui Chen, Hongwei Zhang and Lei Teng
Preventing the unpleasant: fraudulent financial statement detection using financial ratios: Michail Pazarskis, Grigorios Lazos, Andreas G. Koutoupis and George Drogalas
Revisiting the linkage between internal audit function characteristics and internal control quality: Iakovos Michailidis, Kyriaki Alexandridou, Michail Nerantzidis and George Drogalas
Evaluation of backtesting on risk models based on data envelopment analysis: Grigorios Kontaxis and Ioannis E. Tsolas
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals: Marco Bee and Julien Hambuckers
Extreme value theory for operational risk in insurance: a case study: Michal VyskoÄ Il and JiÅ™Ã Koudelka
Enterprise risk management and firm performance: evidence from Malaysian nonfinancial firms: Aidil Rizal Shahrin and Abdul Hakam Ibrahim
The role of management accounting practices in operational risk management: the case of Palestinian commercial banks: Hind Muhtaseb and Derar Eleyan
Fighting Covid-19 in countries and operational risk in banks: similarities in risk management processes: Thomas Kaiser
Risk disclosures in annual reports: the role of nonfinancial companies listed on the Athens stock exchange: Fragiskos Gonidakis, Andreas G. Koutoupis, Panagiotis Kyriakogkonas and Grigorios Lazos
Nonhomogeneous bivariate compound Poisson process with short-term periodicity: Ali Sakhaei and Parviz Nasiri
Ex-intrusion corporate cyber risk: evidence from internet protocol networks: Bill B. Francis, Wenyao Hu and Thomas D. Shohfi
Key impact deep dive (KIDD): Philip Umande
On modeling contagion in the formation of operational risk loss: Xiang Gao and Zhan Wang
An approach to simultaneously assess operational risk and maturity levels in information technology management: Hossein Moinzad, Mohammad Jafar Tarokh and Mohammad Taghi Taghavifard
Risk governance, market competition and operational risk disclosure quality: a study of the ASEAN-5 banking sector: Etikah Karyani, Oluwaseun Kolade and Setio Anggoro Dewo
The economic cost of a fat finger mistake: a comparative case study from Samsung Securitiesâ€™s ghost stock blunder: Yongkil Ahn
The impact of culture upon operational risk management guidelines in the banking sector of selected Asian countries: Mihaela Mocanu
Measurement of operational risk regulatory capital in the banking sector: developed countries versus emerging markets: Medhat Hassanein, Mohammed Bouaddi and Talha Karim
Bank supervision: lessons from the post-2008 banking crisis: Jeremy Quick
Regulatory arbitrage in the use of insurance in the new standardized approach for operational risk capital: Marco Migueis
Critical variables in the implementation of a risk-based internal audit: a theoretical and empirical investigation of Greek companies: Petros Lois, George Drogalas, Konstantinos Petridis and Karyofylis Doulgeridis
The spillover effect of the Bangladesh Bank cyber heist on banksâ€™ cyber risk disclosures in Bangladesh: Mohammed Mehadi Masud Mazumder and Abdus Sobhan
Detection of financial fraud risk: implications for financial stability: S. M. Riad Shams, Abdus Sobhan, Demetris Vrontis, Zhanna Belyaeva and Darko Vukovic
The strange case of the Jet Airways bankruptcy: a financial structure analysis: Matteo Rossi, Giuseppe Festa, Ashutosh Kolte and S. M. Riad Shams
Ten laws of operational risk: Michael Grimwade
Quantification of regulatory capital for management of operational risk in banks: study from an emerging market economy: K. Naveen Kumar and Prosun Chatterjee
Evaluating cyclic risk propagation through an organization: Mark S. Gallagher, Daniel S. Fenn and Shane N. Hall
Does the source of information influence depositorsâ€™ withdrawal intentions during operational events?: SunÃ© Ferreira and Zandri Dickason-Koekemoer
Benchmarking operational risk stress testing models: Filippo Curti, Marco Migueis and Robert Stewart
What is essential is invisible to the eye: prioritizing near misses to prevent future disasters: Andrea Giacchero and Jacopo Moretti
Strategic and technology risks: the case of Co-operative Bank: Patrick McConnell
An emergent taxonomy for operational risk: capturing the wisdom of crowds: Luke Carrivick, Steve Bishop, Tom Ivell, Valerie Wong and Ramy Farha
What do risk disclosures reveal about banking operational risk processes? Content analysis of banksâ€™ risk disclosures in the Visegrad Four countries: Gabriella Lamanda and Zsuzsanna Tamasne Vonek
Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses: Jianming Mo and Xiang Gao
Difference between the determinants of operational risk reporting in Islamic and conventional banks: evidence from Saudi Arabia: Wael Hemrit
Estimation of value-at-risk for conduct risk losses using pseudo-marginal Markov chain Monte Carlo: Peter Mitic and Jiaqi Hu
Cyber risk management: an actuarial point of view: Maria Francesca Carfora, Fabio Martinelli, Francesco Mercaldo and Albina Orlando
Measuring expected shortfall under semi-parametric expected shortfall approaches: a case study of selected Southern European/Mediterranean countries: Nikola RadivojeviÄ‡, Borislav BojiÄ‡ and Marija LakiÄ‡eviÄ‡
The impact of enterprise risk management on the performance of companies in transition countries: Serbia case study: Marija PaniÄ‡, Milica VeliÄ koviÄ‡, Danijela Voza, Å½ivan Å½ivkoviÄ‡ and Zuzana VirglerovÃ¡
Applying existing scenario techniques to the quantification of emerging operational risks: Michael Grimwade
An investigation of cyber loss data and its links to operational risk: Ruben D Cohen, Jonathan Humphries, Sabrina Veau and Roger Francis
On the selection of loss severity distributions to model operational risk: Daniel Hadley, Harry Joe and Natalia Nolde
The use of business intelligence and predictive analytics in detecting and managing occupational fraud in Nigerian banks: Chioma N. Nwafor, Obumneme Z. Nwafor and Chris Onalo
The operational risk disclosure practices of banks: evidence from India and Romania: Muneesh Kumar, Harshmeeta Kaur Soni and Mihaela Mocanu
Quantification of operational risk: statistical insights on coherent risk measures: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot and Thekke Variyam Ramanathan
Sample dependence of risk premiums: Erika Gomes-GonÃ§alves, Henryk Gzyl and Silvia Mayoral
Estimation of losses due to cyber risk for financial institutions: Antoine Bouveret
Introducing a novel system-of-systems axiomatic risk management technique for production systems: Asif Mahmood
Maximum likelihood estimation error and operational value-at-risk stability: Paul Larsen
An alternative approach for the operational risk assessment of a new product: Andrea Giacchero, Jacopo Moretti, Francesco Cesarone and Fabio Tardella
Operational risk measurement: a loss distribution approach with segmented dependence: Xiaoqian Zhu, Yinghui Wang and Jianping Li
Global perspectives on operational risk management and practice: a survey by the Institute of Operational Risk (IOR) and the Center for Financial Professionals (CeFPro): Gareth W Peters, George Clark, John Thirlwell and Manoj Kulwal
A review of the state of the art in quantifying operational risk: Sonia Benito and Carmen LÃ³pez MartÃn
Is operational risk regulation forward looking and sensitive to current risks?: Marco Migueis
Predictive fraud analytics: B-tests: Sergey Afanasiev and Anastasiya Smirnova
Forward-looking and incentive-compatible operational risk capital framework: Marco Migueis
Modeling operational risk depending on covariates: an empirical investigation: Paul Embrechts, Kamil Mizgier and Xian Chen
Risk monitoring through better knowledge-based risk processes: Amine Nehari Talet, Louay Karadsheh, Mufleh Amin AL Jarrah and Samer Alhawari
Operational risk: a forgotten case study: Patrick McConnell
Operational risk measurement beyond the loss distribution approach: an exposure-based methodology: Michael Einemann, Joerg Fritscher and Michael Kalkbrener
Distortion risk measures for nonnegative multivariate risks: Jaume Belles-Sampera, Montserrat Guillen, JosÃ© MarÃa Sarabia and Faustino Prieto
An operational risk capital model based on the loss distribution approach: Ruben D Cohen
Modeling very large losses: Henryk Gzyl
Tail dependence in small samples: from theory to practice: Sophie Lavaud
Bridging networks, systems and controls frameworks for cybersecurity curriculums and standards development: Yogesh Malhotra
Shapley allocation, diversification and services in operational risk: Peter Mitic and Bertrand Hassani
Modeling catastrophic operational risk using a compound Neymanâ€“Scott clustering model: Zied Gara and Lotfi Belkacem
Toward an efficient people-risk capital allocation for financial firms: evidence from US banks: JosÃ© Manuel Feria-Dominguez and Enrique JimÃ©nez-RodrÃguez
Standardized measurement approach extension to integrate insurance deduction into operational risk capital requirement: Fabio Piacenza and Claudia Belloni
A note on the standard measurement approach versus the loss distribution approachâ€“advanced measurement approach: the dawning of a new regulation: Andrés Mora-Valencia
Behavioral risks at the systemic level: Patrick McConnell
Management of behavioral risk in the first line of defence: JÃ¼rgen Bott and Udo Milkau
Fast, accurate and straightforward extreme quantiles of compound loss distributions: J.D. Opdyke
The issues with the standardized measurement approach and a potential future direction for operational risk capital modeling: Ruben D Cohen
An operational risk-based regime-switching model for stock prices: Takashi Kanamura
On a family of weighted CramÃ©râ€“von Mises goodness-of-fit tests in operational risk modeling: Kirill Mayorov, James Hristoskov and Narayanaswamy Balakrishnan
Various approximations of the total aggregate loss quantile function with application to operational risk: Ross Griffiths and Walid Mnif
A structural model for estimating losses associated with the mis-selling of retail banking products: Huan Yan and Richard M. Wood
Standardized measurement approach: is comparability attainable?: Patrick McConnell
Operational risk and the three lines of defence in UK financial institutions: is three really the magic number?: Kumbirai Mabwe, Patrick John Ring and Robert Webb
Hidden Markov regimes in operational loss data: application to the recent financial crisis: Georges Dionne and Samir Saissi Hassani
A nonlinear analysis of operational risk events in Australian banks: Yifei Li, Neil Allan and John Evans
The death of one thousand flowers or the AMA reborn?: Jimi Hinchliffe
Operational risk models and asymptotic normality of maximum likelihood estimation: Paul Larsen
Optimal B-robust posterior distributions for operational risk: Ivan Luciano Danesi, Fabio Piacenza, Erlis Ruli and Laura Ventura
The benefit of using random matrix theory to fit high-dimensional t-copulas: Jiali Xu and LoÃ¯c Brin
Operational risk and the Solvency II capital aggregation formula: implications of the hidden correlation assumptions: Arturo Cifuentes and Ventura Charlin
An assessment of operational loss data and its implications for risk capital modeling: Ruben D Cohen
Comments on the Basel Committee on Banking Supervision proposal for a new standardized approach for operational risk: Giulio Mignola, Roberto Ugoccioni and Eric Cope
Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?: Gareth W Peters, Pavel V Shevchenko, Bertrand Hassani and Ariane Chapelle
Rapidly bounding the exceedance probabilities of high aggregate losses: Isabella Gollini and Jonathan Rougier
A simulation comparison of aggregation periods for estimating correlations within operational loss data: Kevin Panman, L.J. Haasbroek and Willem Pieters
How to turn uncertainties of operational risk capital into opportunities from a risk management perspective: Arjan Bakker and Philippe Meunier
Operational risk: impact assessment of the revised standardized approach on Indian banks: Pankaj Sinha and Sakshi Sharma
Operational loss with correlated frequency and severity: an analytical approach: Daniel H. Stahl
Bank fraud and the macroeconomy: Robert T. Stewart
A maximum entropy approach to the loss data aggregation problem: Henryk Gzyl, Erika Gomes-GonÃ§alves and Silvia Mayoral
A simulation comparison of quantile approximation techniques for compound distributions popular in operational risk: P. J. de Jongh, Tertius de Wet, Helgard Raubenheimer and Kevin Panman
Evaluating operational risk by an inhomogeneous counting process based on Panjer recursion: JosÃ© Alfredo JimÃ©nez and Viswanathan Arunachalam
Modeling operational risk capital: the inconvenient truth: Patrick McConnell
Random matrix theory applied to correlations in operational risk: Pierre Clauss, Jiali Xu, Sophie Lavaud, David Cressey and FranÃ§ois CrÃ©nin
Application of the convolution operator for scenario integration with loss data in operational risk modeling: Pavan Aroda, Aziz Guergachi and Huaxiong Huang
A comparison of alternative mixing models for external data in operational risk: Roberto Torresetti and Giacomo Le Pera
A weighted likelihood estimator for operational risk data: improving the accuracy of capital estimates by robustifying maximum likelihood estimates: Andrea Colombo and Alessandro Lazzarini and Silvia Mongelluzzo
Outsourcing risk: a separate operational risk category?: JÃ¼rgen Bott and Udo Milkau
Truncated lognormals as a power-law mimic in operational risk: Roberto Torresetti and Claudio Nordio
Mitigating rogue-trading behavior by means of appropriate, effective operational risk management: Sebastian Rick and Gerrit Jan van den Brink
Monitoring IT operational risks across US capital markets: Jerry Friedhoff and Mo Mansouri
Bayesian operational risk models: Silvia Figini and Lijun Gao and Paolo Giudici
A simple, transparent and rational weighting approach to combining different operational risk data sources: Alexis Renaudin and Matthew Grant
Approximations of value-at-risk as an extreme quantile of a random sum of heavy-tailed random variables: Lincoln Hannah and Borek Puza
Combining scenario and historical data in the loss distribution approach: a new procedure that incorporates measures of agreement between scenarios and historical data: P. J. de Jongh, T. de Wet and H. Raubenheimer and J. H. Venter
Improved goodness-of-fit measures: Peter Mitic
An assessment of the efficiency of operational risk management in Taiwanâ€™s banking industry: an application of the stochastic frontier approach: Hsiang-Hsi Liu and Mauricio Cortes
Modeling correlated frequencies with application in operational risk management: Andrei L. Badescu, Lan Gong and X. Sheldon Lin and Dameng Tang
A checklist-based weighted fuzzy severity approach for calculating operational risk exposure on foreign exchange trades under the Basel II regime: V. Sree Hari Rao and K. V. N. M. Ramesh
Estimating operational risk capital with greater accuracy, precision and robustness: J.D. Opdyke
A review of methods for combining internal and external data: Giuseppe Galloppo and Daniele Previati
Factor reduction and clustering for operational risk in software development: Faizul Azli Mohd-Rahim, Chen Wang, Halim Boussabaine, Hamzah Abdul-Rahman and and Lincoln C.Wood
The mutual-information-based varianceâ€“covariance approach: an application to operational risk aggregation in Chinese banking: Jianping Li, Xiaoqian Zhu, Yongjia Xie, Jianming Chen, Lijun Gao, Jichuang Feng and and Wujiang Shi
Evidence, estimates and extreme values from Austria: Stefan Kerbl
Specification test for threshold estimation in extreme value theory: Lourenco Couto Miranda
Dissecting the JPMorgan whale: a post-mortem: Patrick McConnell
Disentangling frequency models: Erika Gomes-GonÃ§alves and Henryk Gzyl
Fitting operational risk data using limited information below the threshold: Christopher M. Cormack
Assimilating operational risks in common trading systems: Dror Parnes
LIBOR manipulation: operational risks resulting from brokersâ€™ misbehavior: Patrick McConnell
On the optimal design of operational risk data consortiums: Hubert Janos Kiss and Daniel Homolya
The limit of diversification: a lower bound on firm-wide operational risk capital: Emre Balta and Matthias Degen
How much should creditors worry about operational risk? The credit default swap spread reaction to operational risk events: Philipp Sturm
Operational risk dependencies and the determination of risk capital: Stefan Mittnik and Sandra Paterlini and Tina Yener
Closed-form approximations for operational value-at-risk: Lorenzo HernÃ¡ndez, Jorge Tejero and Alberto SuÃ¡rez and Santiago Carrillo-MenÃ©ndez
A Bayesian approach to extreme value estimation in operational risk modeling: Bakhodir Ergashev and Stefan Mittnik and Evan Sekeris
Modeling dependence of operational loss frequencies: Eike Christian Brechmann and Claudia Czado and Sandra Paterlini
A simple model for pseudo-nonstationarity in operational risk loss data due to interest rate dependency and reporting threshold: Gerrit Arlt and Frank Neumann and Udo Milkau
A new operational risk assessment technique: the CASTL method: LukÃ¡Å¡ Å tÄ›pÃ¡nek and Roman Urban and Rudolf Urban
Systemic operational risk: the LIBOR manipulation scandal: Patrick McConnell
Using a time series approach to correct serial correlation in operational risk capital calculation: Dominique GuÃ©gan and Bertrand K. Hassani
Effects of the financial crisis on banking operational losses: Luke Carrivick and Eric Cope
Quantile distance estimation for operational risk: a practical application: Vincent LehÃ©rissÃ© and Alexis Renaudin
Measuring the operational risk of Chinese commercial banks using the semilinear credibility model: Jing Lu and Lei Guo and Xing Liu
Measuring risk with ordinal variables: Silvia Figini and Paolo Giudici
Alternative approaches to generalized Pareto distribution shape parameter estimation through expert opinions: Claudio Andreatta and Diego Mazza
Adding prior knowledge to quantitative operational risk models: Catalina BolancÃ©, Montserrat GuillÃ©n and Jim Gustafsson and Jens Perch Nielsen
Adequate communication about operational risk in the business line: Udo Milkau
Systemic operational risk: does it exist and, if so, how do we regulate it?: Patrick McConnell and Keith Blacker
A comparison of numerical approaches to determine the severity of losses: Henryk Gzyl and Pier Luigi Novi-Inverardi and Aldo Tagliani
Modeling operational risk for good and bad bank loans: Dror Parnes
The major sources of operational risk and the potential benefits of its management: Wael Hemrit and Mounira Ben Arab
Fuzzy methods for variable selection in operational risk management: Paola Cerchiello and Paolo Giudici
Modeling macroeconomic effects and expert judgments in operational risk: a Bayesian approach: Holger Capa Santos and Marie Kratz and Franklin Mosquera MuÃ±oz
Asymptotics for operational risk quantified with a spectral risk measure: Bin Tong and Chongfeng Wu
Estimating operational risk capital: the challenges of truncation, the hazards of maximum likelihood estimation, and the promise of robust statistics: J.D. Opdyke and Alexander Cavallo
Systemic operational risk: smoke and mirrors: Patrick McConnell
Reconstructing heavy-tailed distributions by splicing with maximum entropy in the mean: Santiago Carrillo and Henryk Gzyl and Aldo Tagliani
Capital assessment of operational risk for the solvency of health insurance companies: Rafael HernÃ¡ndez Barros and MarÃa Isabel MartÃnez Torre-Enciso
A combination model for operational risk estimation in a Chinese banking industry case: Jichuang Feng, Jianping Li and Lijun Gao and Zhongsheng Hua
Systemic operational risk: the UK payment protection insurance scandal: Patrick McConnell and Keith Blacker
A nonparametric approach to analyzing operational risk with an application to insurance fraud: Catalina Bolance and Mercedes Ayuso and Montserrat Guillen
Combining scenario analysis with loss data in operational risk quantification: Eric W. Cope
Treatment of the data collection threshold in operational risk: a case study using the lognormal distribution: Alexander Cavallo, Benjamin Rosenthal and Xiao Wang and Jun Yan
The quantification of operational risk using internal data, relevant external data and expert opinion: Dominik D. Lambrigger and Pavel V. Shevchenko and Mario V. WÃ¼thrich
Implementing Basel II standards on the buy side: Bernard J. Bresnahan
Multivariate estimation for operational risk with judicious use of extreme value theory: Mahmoud El-Gamal, Hulusi Inanoglu and Mitch Stengel
Dynamic Bayesian models as an alternative to the estimation of operational risk measures: Renato da Silva Carvalho, HÃ©lio S. Migon and Marina Silva Paez
Estimating the lognormal-gamma model of operational risk using the Markov chain Monte Carlo method: Bakhodir Ergashev
Modeling operational risk in business processes: Feng Cheng, Nitin Jengte, Wanli Min, Bala Ramachandran and David Gamarnik
The measurement of capital for operational risk in Taiwanese commercial banks: Wo-Chiang Lee and Chiang-Jye Fang
A copula-based simulation model for supply portfolio risk: Halis Sak and Ã‡ağri HaksÃ¶z
Operational Risk Quantification: A Risk Flow Approach: Gandolf R. Finke, Mahender Singh and Svetlozar T. Rachev
As risk management evolves, is operational risk management important?: Philip H. Martin
Robust estimation of operational risk: Nataliya Horbenko, Peter Ruckdeschel and Taehan Bae
Employee turnover: an HR risk with firm-specific context: Mohammad Ibrahim Fheili
Recursions and Fast Fourier Transforms for Certain Bivariate Compound Distributions: Tao Jin and Jiandong Ren
Comparison of tail performance of the Champernowne transformed kernel density estimator, the generalized Pareto distribution and the g-and-h distribution: Tine Buch-Kroman
Evaluation of parameter risk via first order approximation of distortion risk measures: Donald Erdman, Steven Major and Jacques Rioux
Bayesian inference, Monte Carlo sampling and operational risk: G.W. Peters and S. A. Sisson
Dynamic operational risk: modeling dependence and combining different sources of information: Gareth W. Peters, Pavel Shevchenko and Mario V. WÃ¼thrich
Solving the reference data problem in financial services â€“ are we on the right path?: Allan D. Grody
A systemic approach to operational risk measurement in financial institutions: Anna-Maria Kessler
Effect of a data collection threshold in the loss distribution approach: Giulio Mignola and Roberto Ugoccioni
Time horizon scaling for operational risk VAR: Alan Steif
A statistical method to optimize the combination of internal and external data in operational risk measurement: Silvia Figini, Paolo Giudici, Pierpaolo Uberti and Ani Sanyal
The impact of the financial crisis on operational risk in the financial services industry: empirical evidence: Christian Hess
Capital charges for operational risk in the Indian banking sector: alternative measures: Romar Correa and Swati Raju
A practical guide to measure operational risk using subjective data through copulas and scenario analysis: Marco Folpmers
Modeling Operational Loss Severity Distributions from Consortium Data: Eric W. Cope
Supply portfolio risk: Ã‡aÄŸrÃµ HaksÃ¶z and Ashay Kadam
Can the single-loss approximation method compete with the standard monte carlo simulation technique?: Christian Hess
Operational risk and insurance: a ruin-probabilistic reserving approach: Vladimir K. Kaishev, Dimitrina S. Dimitrova and Zvetan G. Ignatov
Applying robust methods to operational risk modeling: Anna Chernobai and Svetlozar T. Rachev
A model for managing online fraud risk using transaction validation: Manoj Pandey
LDA at work: Deutsche Bank's approach to quantifying operational risk: Falko Aue and Michael Kalkbrener
Combining underreported internal and external data for operational risk measurement: Montserrat Guillen, Jim Gustafsson and Jens Perch Nielsen
Should risk managers rely on the maximum likelihood estimation method while quantifying operational risk?: Bakhodir Ergashev
Addressing the impact of data truncation and parameter uncertainty on operational risk estimates: Xiaolin Luo and Pavel V. Shevchenko and John B. Donnelly
The role of systemic people risk in the global financial crisis: Patrick McConnell and Keith Blacker
A "toy" model for operational risk quantification using credibility theory: Hans BÃ¼hlmann, Pavel V. Shevchenko and Mario V. WÃ¼thrich
A dynamical approach to operational risk measurement: Marco Bardoscia and Roberto Bellotti
Measuring causal influences in operational risk: Richard Cech
Applications of exact extreme value theorem: Mikhail Makarov
AML/KYC issues in M&A and VC/PE: Jay Jhaveri
Quantification of operational losses using firm-specific information and external database: Ran Wei
Misconceptions about operational risk: Imad A. Moosa
Managing operational risk capital in financial institutions: Maurice Inuani Kilavuka
Statistical models for business continuity management: Concetto E. Bonafede, Paola Cerchiello and Paolo Giudici
An efficient threshold choice for the computation of operational risk capital: Dominique GuÃ©gan, Bertrand K. Hassani and CÃ©dric Naud
Fat tails, expected shortfall and the Monte Carlo method: a note: Michael Brunner, Fabio Piacenza, Fabio Monti and Davide Bazzarello
Estimating operational risk capital for correlated, rare events: Stefan Mittnik and Tina Yener
Quantifying operational risk guided by kernel smoothing and continuous credibility: A practitioner's view: Jim Gustafsson, Jens Perch Nielsen, Paul Pritchard and Dix Roberts
Aggregation issues in operational risk: Rosella Giacometti, Svetlozar Rachev, Anna Chernobai and Marida Bertocchi
Operational risk class homogeneity: Fabio Piacenza, Daniele Ruspantini and Aldo Soprano
Computing the value-at-risk of aggregate severities: Henryk Gzyl
Challenges and pitfalls in measuring operational risk from loss data: Eric W. Cope, Giulio Mignola, Gianluca Antonini and Roberto Ugoccioni
Modeling breach of contract risk through bundled options: Ã‡agrÃµ HaksÃ¶z and Koray D. Simsek
Calculation of aggregate loss distributions: Pavel V. Shevchenko
Basel II compliant mapping of operational risks: Ingo SchÃ¤l and Wolfgang Stummer
Estimation of operational risk capital charge under parameter uncertainty: Pavel V. Shevchenko
Simulation of the annual loss distribution in operational risk via Panjer recursions and Volterra integral equations for value-at-risk and expected shortfall estimation: Gareth W. Peters, Adam Johansen and Arnaud Doucet
Sanctions screening - the quest for efficiency and effectiveness: John Evans
Uncertainty modeling framework in operational risk: Tatiana Sakalo and Matthew Delasey
The structural modeling of operational risk via Bayesian inference: combining loss data with expert opinions: Pavel V. Shevchenko and Mario V. WÃ¼thrich
A mixing model for operational risk: Jim Gustafsson and Jens Perch Nielsen
Developing human resources key risk indicators â€“ Know Your Staff (KYS) practices: Mohammad Ibrahim Fheili
Accounting and risk management: the need for integration: Brendon Young
Operational risk quantification using extreme value theory and copulas: from theory to practice: Elise Gourier, Walter Farkas and Donato Abbate
Observations on the new US financial regulation challenges to the financial sector: data standardization, straight-through-processing and operational risks: Allan D. Grody
Enterprise risk management and its practical implementation: Andrey Y. Rogachev
Operational risk capital: asymptotics in the case of heavy-tailed severity: Anupam Sahay, Zailong Wan and Brian Keller
Modeling operational risk in financial institutions using hybrid dynamic Bayesian networks: Martin Neil, David HÃ¤ger and Lasse B. Andersen
Infinite-mean models and the LDA for operational risk: Johanna NeÅ¡lehovÃ¡, Paul Embrechts and ValÃ©rie Chavez-Demoulin
Operational risk: the sting is still in the tail but the poison depends on the dose: Andreas Jobst
Corporate defence: are stakeholder's interests adequately defended?: Sean Lyons
Combining operational loss data with expert opinions through advanced credibility theory: Alessandra Agostini, Paolo Talamo and Vittorio Vecchione
Leadership and high-reliability organizations: why banks fail: Brendon Young
The credit crisis and operational risk - implications for practitioners and regulators: Andreas Jobst
Transform approach for operational risk modeling: value-at-risk and tail conditional expectation: Jiwook Jang and Genyuan Fu
Operational loss scaling by exposure indicators: evidence from the ORX database: Eric Cope and Abderrahim Labbi
Extreme value theory and high quantile convergence: Mikhail Makarov
The most insidious operational risk: lack of effective information sharing: Steven Francis
Bayesian analysis of extreme operational losses: Chyng-Lan Liang
Implementing a Bayesian network for foreign exchange settlement: a case study in operational risk management: Kwabena Adusei-Poku, Gerrit Jan Van den Brink and Walter Zucchini
A review of the key issues in operational risk capital modeling: Mo Chaudhury
A practical application of extreme value theory to operational risk in banks: Hela Dahen, Georges Dionne and Daniel Zajdenweber
Key motifs in the home-host mantra of operational risk management: Andy Yeh
Sources of uncertainty in modeling operational risk losses: Giulio Mignola and Roberto Ugoccioni
A framework for the analysis of reputational risk: Sergio Scandizzo
Heavy-tailed distributional model for operational losses: Rosella Giacometti, Svetlozar Rachev, Anna Chernobai, Marida Bertocchi and Giorgio Consigli
Modeling operational risk data reported above a time-varying threshold: Pavel Shevchenko and Grigory Temnov
Operational risk management with process control and business process modeling: Deborah Cernauskas and Anthony Tarantino
Determining the total loss distribution from the moments of the exponential of the compound loss: Henryk Gzyl
An econometric model to scale operational losses: Heru Sataputera Na, Jan van den Berg, Lourenco Couto Miranda and Marc Leipoldt
The disclosure of operational risk in tunisian insurance companies: Wael Hemrit and Mounira Ben Arab
Swiss cheese and the PRiMA model: what can information technology learn from aviation accidents?: FranÃ§ois Bergeon and Matthew Hensley
Aggregating operational risk across matrix structured loss data: Paul Embrechts and Giovanni Puccetti
A comparison of loss aggregation methods for operational risk: Grigory Temnov and Richard Warnung
Modeling insurance mitigation on operational risk capital: Davide Bazzarello, Bert Crielaard, Fabio Piacenza and Aldo Soprano
Observed correlations and dependencies among operational losses in the ORX consortium database: Eric Cope and Gianluca Antonini
The Calculation of Minimum Regulatory Capital using Single-Loss Approximations: Matthias Degen
Information technology at the forefront of operational risk: banks are at a greater risk: Mohammad Ibrahim Fheili

Journal of Operational Risk

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