Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis

By Anna Chernobai, Svetlozar T. Rachev, Frank J Fabozzi 3. 2007

234 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/daa5f0dea9e2e12f2a7589890c2e383429441351

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Anna Chernobai
2. Svetlozar T. Rachev

In Finance

1. Anna Chernobai
2. Svetlozar T. Rachev
3. Frank J Fabozzi 3

Citations in the corpus

• Applying Robust Methods to Operational Risk Modeling (2006, methodology): “…Poisson process (HPP) with intensity λ > 0 (or a non-homogeneous Poisson 2The material presented in this paper is based on the discussion of the chapter on robust methods for operational risk modeling in Chernobai et al. (2006b). process (NHPP) with intensity λ(t) > 0), independent from {Xk}.”