An internal fraud model for operational losses in retail banking

DOI10.1002/ASMB.2814MaRDI QIDQ6581583FDOQ6581583

Authors: Rocío Paredes, Marco Vega 

Publication date: 30 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

dynamic modeloperational riskretail bankinginternal fraud

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Generalized autoregressive conditional heteroscedasticity
• Operations risk management by optimally planning the qualified workforce capacity
• A Bayesian approach to estimate the marginal loss distributions in operational risk management
• Functional correlation approach to operational risk in banking organizations

This page was built for publication: An internal fraud model for operational losses in retail banking

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6581583)