17 janv. 2023The Bayesian approach to analysis of financial operational risk"The article provides a short overview of methods for constructing mathematical models in the form of Bayesian Networks for modeling...
16 janv. 2023Bank Stress Testing, Human Capital Investment and Risk Management"While stress testing has modernized banks’ internal risk management by spurring the acquisition of highly skilled risk management...
11 janv. 2023Systemic Operational Risk in the Australian Banking System: The Royal Commission"This paper ... documents some of the most prominent cases of misconduct, which it summarizes in terms of operational risk losses (using...
9 janv. 2023Risk Reporting to the Board of Directors: Comparison of Norwegian Power Companies and Banks"... compares two industries where legislative requirements differ, but it finds the same pattern: the ideals of enterprise risk...