Practical methods for measuring and managing operational risk in the financial sector: A clinical study

Journal of Banking and Finance

Volumn 32, Issue 6, 2008, Pages 1049-1061

  Chapelle, Ariane ^a   Crama, Yves ^b   Hübner, Georges ^b,c,d   Peters, Jean Philippe ^b,e  

^a SOLVAY BRUSSELS SCHOOL OF ECONOMICS AND MANAGEMENT   (Belgium)

^b UNIVERSITY OF LIÈGE   (Belgium)

^c MAASTRICHT UNIVERSITY   (Netherlands)

^d UNIVERSITY OF LUXEMBOURG   (Luxembourg)

^e Advisory and Consulting Group (Risk Management Unit)   (Luxembourg)

Author keywords

Advanced measurement approaches; Extreme value theory; Operational risk; RAROC; Risk management

Indexed keywords

EID: 43149107186     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2007.09.017     Document Type: Article

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