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

DOI10.1016/J.INSMATHECO.2016.11.005zbMATH Open1394.91210OpenAlexW3124156529MaRDI QIDQ506079FDOQ506079

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

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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)

Cites Work

• Title not available (Why is that?)
• Probability theory. A comprehensive course.
• On Cumulative Sums of Random Variables

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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