Operational Risk: Regulation, Analysis and Management

By Carol Alexander. 2003

120 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/f201969e2ac1e9cd36b98ffa931eff070b876dac

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Citations in the corpus

• After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures (2006, unknown): “7-13), and in Alexander and Sheedy (eds) (2004). 33 For more on operational risks, see Alexander (ed.”
• Practical methods for measuring and managing operational risk in the financial sector: a clinical study (2008, methodology): “Hence, as in King (2001), Alexander (2003) or Fontnouvelle et al. (2004), we propose to distinguish between ordinary (i.e., high frequency/low impact) and large (i.e., low frequency/high impact) losses originating, in our view, from two different generating processes.”
• Determining operational capital at risk: an empirical application to the retail banking (2009, background): “Alexander, C. (2003): “Operational Risk: Regulation, Analysis and Management”. Financial Times Prentice Hall, London. Basel Committee on Banking Supervision (2001): “Working Paper on the Regulatory Treatment of Operational Risk”.”