How digitalization can protect firms from the next crisis

#oprisk #riskmitigation #digitization #digitaltransformation #riskmanagement

Posts récents

Uncertainty in Systemic Risks Rankings: Bayesian and Frequentist Analysis

"In this paper we propose efficient #bayesian Hamiltonian #montecarlo method for estimation of #systemicrisk#measures , LRMES, SRISK and ΔCoVaR, and apply it for thirty global systemically important b

Operational Risk: A Global Examination Based on Bibliometric Analysis

Effective #riskmanagement, including #operationalriskmanagement, is crucial for minimizing #financialrisks posed by #operationalrisk. Risk evaluation, which includes assessing potential risks and thei

Measuring Tail Operational Risk in Univariate and Multivariate Models with Extreme Losses

"This paper considers some univariate and multivariate #operationalrisk#models , in which the #loss severities are modeled by some weakly tail dependent and heavy-tailed positive random variables, and