A knowledge based approach to loss severity assessment in financial institutions using Bayesian networks and loss determinants
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Milan Rippel & Petr Teplý, 2011. "Operational Risk - Scenario Analysis," Prague Economic Papers, University of Economics, Prague, vol. 2011(1), pages 23-39.
- Brown, Stephen J. & Steenbeek, Onno W., 2001. "Doubling: Nick Leeson's trading strategy," Pacific-Basin Finance Journal, Elsevier, vol. 9(2), pages 83-99, April.
- Dahen, Hela & Dionne, Georges, 2010.
"Scaling models for the severity and frequency of external operational loss data,"
Journal of Banking & Finance,
Elsevier, vol. 34(7), pages 1484-1496, July.
- Hela Dahen & Georges Dionne, 2007. "Scaling Models for the Severity and Frequency of External Operational Loss Data," Cahiers de recherche 0702, CIRPEE.
- repec:eee:reensy:v:94:y:2009:i:10:p:1499-1509 is not listed on IDEAS
- Kleinmuntz, Don N. & Fennema, M. G. & Peecher, Mark E., 1996. "Conditioned Assessment of Subjective Probabilities: Identifying the Benefits of Decomposition," Organizational Behavior and Human Decision Processes, Elsevier, vol. 66(1), pages 1-15, April.
- R. G. Cowell & R. J. Verrall & Y. K. Yoon, 2007. "Modeling Operational Risk With Bayesian Networks," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(4), pages 795-827.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kabir, Golam & Tesfamariam, Solomon & Francisque, Alex & Sadiq, Rehan, 2015. "Evaluating risk of water mains failure using a Bayesian belief network model," European Journal of Operational Research, Elsevier, vol. 240(1), pages 220-234.
- Feria-Domínguez, José Manuel & Jiménez-Rodríguez, Enrique & Sholarin, Ola, 2015. "Tackling the over-dispersion of operational risk: Implications on capital adequacy requirements," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 206-221.
- Ülengin, Füsun & Önsel, Şule & Aktas, Emel & Kabak, Özgür & Özaydın, Özay, 2014. "A decision support methodology to enhance the competitiveness of the Turkish automotive industry," European Journal of Operational Research, Elsevier, vol. 234(3), pages 789-801.
More about this item
KeywordsRisk management OR in financial institutions Bayesian networks Loss determinants Advanced measurement approach;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:207:y:2010:i:3:p:1635-1644. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/eor .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.