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Enterprise risk management: coping with model risk in a large bank

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Cited by:

  1. Yael Deutsch & Boaz Golany, 2016. "Multiple agents finitely repeated inspection game with dismissals," Annals of Operations Research, Springer, vol. 237(1), pages 7-26, February.
  2. Xing Gao & Weijun Zhong, 2015. "Information security investment for competitive firms with hacker behavior and security requirements," Annals of Operations Research, Springer, vol. 235(1), pages 277-300, December.
  3. Pritee Ray & Mamata Jenamani, 2016. "Sourcing decision under disruption risk with supply and demand uncertainty: A newsvendor approach," Annals of Operations Research, Springer, vol. 237(1), pages 237-262, February.
  4. Young Kim & Rosella Giacometti & Svetlozar Rachev & Frank Fabozzi & Domenico Mignacca, 2012. "Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model," Annals of Operations Research, Springer, vol. 201(1), pages 325-343, December.
  5. Marasovic, Branka & Babic, Zoran, 2011. "Two-step multi-criteria model for selecting optimal portfolio," International Journal of Production Economics, Elsevier, vol. 134(1), pages 58-66, November.
  6. Choi, Tsan-Ming & Ma, Cheng & Shen, Bin & Sun, Qi, 2019. "Optimal pricing in mass customization supply chains with risk-averse agents and retail competition," Omega, Elsevier, vol. 88(C), pages 150-161.
  7. Kun Park & Ward Whitt, 2013. "Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups," Annals of Operations Research, Springer, vol. 211(1), pages 357-379, December.
  8. Tamar Gadrich & Emil Bashkansky & Ričardas Zitikis, 2015. "Assessing variation: a unifying approach for all scales of measurement," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(3), pages 1145-1167, May.
  9. Avi Herbon & Konstantin Kogan, 2014. "Time-dependent and independent control rules for coordinated production and pricing under demand uncertainty and finite planning horizons," Annals of Operations Research, Springer, vol. 223(1), pages 195-216, December.
  10. Ko, Chuan-Chuan & Lin, Tyrone T. & Yang, Chyan, 2011. "The venture capital entry model on game options with jump-diffusion process," International Journal of Production Economics, Elsevier, vol. 134(1), pages 87-94, November.
  11. Cosma, Simona & Rimo, Giuseppe & Torluccio, Giuseppe, 2023. "Knowledge mapping of model risk in banking," International Review of Financial Analysis, Elsevier, vol. 89(C).
  12. Blome, Constantin & Schoenherr, Tobias, 2011. "Supply chain risk management in financial crises--A multiple case-study approach," International Journal of Production Economics, Elsevier, vol. 134(1), pages 43-57, November.
  13. Sirbiladze, Gia & Khutsishvili, Irina & Ghvaberidze, Bezhan, 2014. "Multistage decision-making fuzzy methodology for optimal investments based on experts’ evaluations," European Journal of Operational Research, Elsevier, vol. 232(1), pages 169-177.
  14. Pritee Ray & Mamata Jenamani, 2016. "Sourcing decision under disruption risk with supply and demand uncertainty: A newsvendor approach," Annals of Operations Research, Springer, vol. 237(1), pages 237-262, February.
  15. Khaldoun M. Al-Qaisi & Rafat M. Al-Batayneh, 2018. "Risk Factors in Financial Services Industry: Application, Threats, Theoretical and Empirical literature in Management of Risk," International Journal of Economics and Financial Issues, Econjournals, vol. 8(2), pages 210-218.
  16. Yongrok Choi & Xiaoxia Ye & Lu Zhao & Amanda C. Luo, 2016. "Optimizing enterprise risk management: a literature review and critical analysis of the work of Wu and Olson," Annals of Operations Research, Springer, vol. 237(1), pages 281-300, February.
  17. Inmaculada Rodríguez-Puerta & Alberto Álvarez-López, 2016. "Optimal allocation of a fixed production under price uncertainty," Annals of Operations Research, Springer, vol. 237(1), pages 121-142, February.
  18. Qicai Li & Mengdi Gu & Zhibing Liang, 2014. "Optimal excess-of-loss reinsurance and investment polices under the CEV model," Annals of Operations Research, Springer, vol. 223(1), pages 273-290, December.
  19. Chow, Pui-Sze & Wang, Yulan & Choi, Tsan-Ming & Shen, Bin, 2015. "An experimental study on the effects of minimum profit share on supply chains with markdown contract: Risk and profit analysis," Omega, Elsevier, vol. 57(PA), pages 85-97.
  20. Kim, Hyoungtae & Lu, Jye-Chyi & Kvam, Paul H. & Tsao, Yu-Chung, 2011. "Ordering quantity decisions considering uncertainty in supply-chain logistics operations," International Journal of Production Economics, Elsevier, vol. 134(1), pages 16-27, November.
  21. Quan Xiao, 2018. "A matter-element method for risk identification of technology innovation," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 9(3), pages 716-728, June.
  22. David L. Olson & Scott R. Swenseth, 2014. "Trade‐offs in Supply Chain System Risk Mitigation," Systems Research and Behavioral Science, Wiley Blackwell, vol. 31(4), pages 565-579, July.
  23. Yongrok Choi & Xiaoxia Ye & Lu Zhao & Amanda Luo, 2016. "Optimizing enterprise risk management: a literature review and critical analysis of the work of Wu and Olson," Annals of Operations Research, Springer, vol. 237(1), pages 281-300, February.
  24. Tak Siu, 2012. "A BSDE approach to risk-based asset allocation of pension funds with regime switching," Annals of Operations Research, Springer, vol. 201(1), pages 449-473, December.
  25. Tan Zhongming & Samuel Frimpong & Ding Guoping, 2019. "Impact of Financial Risk Indicators on Banks' Financial Performance in Ghana," Business and Economic Research, Macrothink Institute, vol. 9(4), pages 23-52, December.
  26. Huang, He & Xu, Hongyan, 2015. "Dual sourcing and backup production: Coexistence versus exclusivity," Omega, Elsevier, vol. 57(PA), pages 22-33.
  27. Ishaya John Dabari & Siti Zabedah Saidin, 2015. "Determinants Influencing the Implementation of Enterprise Risk Management in the Nigerian Banking Sector," International Journal of Asian Social Science, Asian Economic and Social Society, vol. 5(12), pages 740-754, December.
  28. Johan du Pisanie & James Samuel Allison & Jaco Visagie, 2023. "A Proposed Simulation Technique for Population Stability Testing in Credit Risk Scorecards," Mathematics, MDPI, vol. 11(2), pages 1-16, January.
  29. Mirzapour Al-e-hashem, S.M.J. & Malekly, H. & Aryanezhad, M.B., 2011. "A multi-objective robust optimization model for multi-product multi-site aggregate production planning in a supply chain under uncertainty," International Journal of Production Economics, Elsevier, vol. 134(1), pages 28-42, November.
  30. Yael Deutsch & Boaz Golany, 2016. "Multiple agents finitely repeated inspection game with dismissals," Annals of Operations Research, Springer, vol. 237(1), pages 7-26, February.
  31. Inmaculada Rodríguez-Puerta & Alberto A. Álvarez-López, 2016. "Optimal allocation of a fixed production under price uncertainty," Annals of Operations Research, Springer, vol. 237(1), pages 121-142, February.
  32. Chowdhury, Md. Maruf Hossan & Quaddus, Mohammed A., 2015. "A multiple objective optimization based QFD approach for efficient resilient strategies to mitigate supply chain vulnerabilities: The case of garment industry of Bangladesh☆,☆☆☆This manuscript was pro," Omega, Elsevier, vol. 57(PA), pages 5-21.
  33. Desheng Dash Wu & Xie Kefan & Chen Gang & Gui Ping, 2010. "A Risk Analysis Model in Concurrent Engineering Product Development," Risk Analysis, John Wiley & Sons, vol. 30(9), pages 1440-1453, September.
  34. Nora CHIRIȚĂ & Ionuț NICA, 2020. "An approach to measuring credit risk in a banking institution from Romania," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(2(623), S), pages 65-78, Summer.
  35. Shengxiang She & Chaoqun Ma & Desheng Dash Wu, 2010. "General Probability‐Time Tradeoff and Intertemporal Risk‐Value Model," Risk Analysis, John Wiley & Sons, vol. 30(3), pages 421-431, March.
  36. Desheng Wu & David Olson, 2011. "Foreword," Annals of Operations Research, Springer, vol. 185(1), pages 1-3, May.
  37. Aneta Dzik-Walczak & Mateusz Heba, 2021. "An implementation of ensemble methods, logistic regression, and neural network for default prediction in Peer-to-Peer lending," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 39(1), pages 163-197.
  38. Wu, Min & Shen, Qiping & Xu, Maozeng & Wu, Desheng, 2013. "Modeling stockout risk and JIT purchasing in ready-mixed concrete batching plants," International Journal of Production Economics, Elsevier, vol. 144(1), pages 14-19.
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