Practical methods for measuring and managing operational risk in the financial sector: a clinical study

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Flexible dependence modeling of operational risk losses and its impact on total capital requirements (2014, result): “…perfect positive dependence is unduly strong and using internally determined correlations, as Basel II allows, could lead to lower the risk capital requirements while still providing adequate coverage for future losses (see Artzner et al. (1999), Chapelle et al. (2008) and Frachot et al. (2004)).”
Extreme Value Theory for Finance: A Survey (2012, background): “Work in this area can be found in Moscadelli (2004), Dutta and Perry (2006), Allen and Bali (2007), Jobst (2007), Abbate et al. (2008), Chapelle et al. (2008) and Serguieva et al. (2009).”