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Operational risk: EVT models

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  • Jack L. King

Abstract

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Suggested Citation

  • Jack L. King, 2001. "Operational risk: EVT models," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
    • Handle: RePEc:fip:fedbcp:y:2001:x:15
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    File URL: http://www.bostonfed.org/bankinfo/conevent/oprisk/king.pdf
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    References listed on IDEAS

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    1. Feldstein, Martin & Horioka, Charles, 1980. "Domestic Saving and International Capital Flows," Economic Journal, Royal Economic Society, vol. 90(358), pages 314-329, June.
    2. Courtney Coile & Jonathan Gruber, 2000. "Social Security and Retirement," NBER Working Papers 7830, National Bureau of Economic Research, Inc.
    3. Jeffrey G. Williamson, 2001. "Demographic shocks and global factor flows," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 46.
    4. Jonathan Gruber & David A. Wise, 1999. "Social Security and Retirement around the World," NBER Books, National Bureau of Economic Research, Inc, number grub99-1, March.
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    Cited by:

    1. Barakat, Ahmed & Hussainey, Khaled, 2013. "Bank governance, regulation, supervision, and risk reporting: Evidence from operational risk disclosures in European banks," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 254-273.
    2. Plunus, Séverine & Gillet, Roland & Hübner, Georges, 2012. "Reputational damage of operational loss on the bond market: Evidence from the financial industry," International Review of Financial Analysis, Elsevier, vol. 24(C), pages 66-73.

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    Keywords

    Risk management;

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