Modeling operational risk incorporating reputation risk: an integrated analysis for financial firms

DOI10.1016/J.INSMATHECO.2016.11.005MaRDI QIDQ506079zbMATH OpenOpenAlexFDO

Authors Christian Eckert, Nadine Gatzert

Publication date 31 January 2017

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2016.11.005

zbMATH Keywords

value at riskoperational riskSolvency IIBasel IIIreputation riskloss distribution approach

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• scientific article; zbMATH DE number 2231189 (Why is no real title available?)
• On Cumulative Sums of Random Variables
• Probability theory. A comprehensive course.

Cited in

(7)

• Firm value and the impact of operational management
• A systematic approach to reputation risk assessment
• The Economic Impact of Extreme Cyber Risk Scenarios
• Operational Risk Modelling in Financial Services
• Empirically assessing and modeling spillover effects from operational risk events in the insurance industry
• Managing reputational risk in the decumulation phase of a pension fund
• Evaluation of strategic risks of credit processes in the banking system of Iran

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