Operational Risk Modelling in Financial Services

DOI10.1002/9781119508557MaRDI QIDQ4630715zbMATH OpenOpenAlexFDO

Authors Patrick Naïm, Laurent Condamin

Publication date 23 April 2019

Full work available at URL https://doi.org/10.1002/9781119508557

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Credit risk (91G40)

Recommendations

• Quantitative modeling of operational risk in finance and banking using possibility theory
• Modeling operational risk: estimation and effects of dependencies
• A naive uncertainty model for measuring operational risks faced by financial institutions
• Modeling operational risk incorporating reputation risk: an integrated analysis for financial firms
• Practices and issues in operational risk modeling under Basel II
• Robust quantification of the exposure to operational risk: bringing economic sense to economic capital
• Numerical modelling of operational risks for the banking industry
• Operational risk modelling and management.
• Quantitative Operational Risk Models
• Quantification of operational risk: a scenario-based approach

Cited in

(5)

• New operational approaches for financial modelling. 19th meeting of the EURO working group, Chania, Crete, Greece, November 28--30, 1996
• Operational risk modelling and management.
• Quantitative modeling of operational risk in finance and banking using possibility theory
• Measuring operational risk using a mean scaled individual risk model
• Quantification of operational risk: a scenario-based approach

This page was built for publication: Operational Risk Modelling in Financial Services

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4630715)