Insuring versus self-insuring Operational risk: Viewpoints of depositors and shareholders

Journal of Derivatives

Volumn 12, Issue 2, 2004, Pages 51-55

  Crouhy, Michel ^a   Galai, Dan ^b   Mark, Robert ^c  

^a IXIS Corporate and Investment Bank   (France)

^b HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^c Black Diamond Inc   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33747436660     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2004.450968     Document Type: Article

References (3)

1. Crouhy, M., and D. Galai. "A Contingent-Claim Analysis of a Regulated Depository Institution. " Journal of Banking and Finance, 15(1) (1991), pp. 73-90.
2. Crouhy, M., D. Galai, and R. Mark. "Model Selection for Operational Risk." In Advances in Operational Risk, 2nd ed. London: Risk Books, 2003, Ch. 9, pp. 145-175.
3. "International Convergence of Capital Measurement and Capital Standards: A Revised Framework." Basel Committee on Banking Supervision, June 2004.