Model risk management : from epistemology to corporate governance

von Hassani, Bertrand
Veröffentlicht in The journal of risk model validation (2019)

Risk appetite in practice : Vulgaris Mathematica

von Hassani, Bertrand K.
Veröffentlicht in Icfai University Press (Hyderabad) The IUP journal of financial risk management (2015)

Reconsidering corporate ratings

von Hassani, Bertrand
Veröffentlicht in Economic notes (2015)

More accurate measurement for enhanced controls : VaR vs ES?

von Guégan, Dominique
Veröffentlicht in Journal of international financial markets, institutions & money (2018)

Shapley allocation, diversification and services in operational risk

von Mitic, Peter
Veröffentlicht in The journal of operational risk (2018)

Using a time series approach to correct serial correlation in operational risk capital calculation

von Guégan, Dominique
Veröffentlicht in The journal of operational risk (2013)

Scenario analysis in risk management : theory and practice in finance

von Hassani, Bertrand
Veröffentlicht 2016

Operational risk : a Basel II + + step before Basel III

von Guégan, Dominique
Veröffentlicht in Journal of risk management in financial institutions (2013)

A modified Panjer algorithm for operational risk capital calculations

von Guégan, Dominique
Veröffentlicht in The journal of operational risk (2009)

Multivariate VaRs for operational risk capital computation : a vine structure approach

von Guégan, Dominique
Veröffentlicht in International journal of risk assessment and management (2013)

Uncertainty in historical value-at-risk : an alternative quantile-based risk measure

von Guégan, Dominique
Veröffentlicht in MAF (7. : 2016 : Paris) Mathematical and statistical methods for actuarial sciences and finance (2017)

Measuring risks in the tail: the extreme VaR and its confidence interval

von Guégan, Dominique
Veröffentlicht in Risk and decision analysis (2017)

An efficient threshold choice for the computation of operational risk capital

von Guégan, Dominique
Veröffentlicht in The journal of operational risk (2011)

Emerging countries sovereign rating adjustment using market information : impact on financial institutions' investment decisions

von Guégan, Dominique
Veröffentlicht in Emerging markets and the global economy (2014)

Risk measurement : from quantitative measures to management decisions

von Guégan, Dominique
Veröffentlicht 2019

Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?

von Peters, Gareth
Veröffentlicht in The journal of operational risk (2016)