Using Bayesian networks to model expected and unexpected operational losses

Risk Analysis

Volumn 25, Issue 4, 2005, Pages 963-972

  Neil, Martin ^a   Fenton, Norman ^a   Tailor, Manesh ^b  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^b Cambridge   (United Kingdom)

Author keywords

Basel Accord; Bayesian nets; Operational risk

Indexed keywords

DATABASE SYSTEMS; FINANCE; MATHEMATICAL MODELS; STATISTICAL METHODS;

BASAL ACCORD; BAYESIAN NETS; OPERATIONAL RISKS; STATISTICAL LOSS DISTRIBUTIONS;

RISK ASSESSMENT;

BAYESIAN ANALYSIS; MODELING; RISK ASSESSMENT;

ARTICLE; BAYES THEOREM; DISASTER; FINANCIAL MANAGEMENT; MEASUREMENT; MODEL; QUALITATIVE ANALYSIS; QUANTITATIVE ANALYSIS; RELIABILITY; RISK ASSESSMENT;

EID: 27644580886     PISSN: 02724332     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1539-6924.2005.00641.x     Document Type: Article

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