Managing operational disruptions through capital adequacy and process improvement

European Journal of Operational Research

Volumn 245, Issue 1, 2015, Pages 320-332

  Mizgier, Kamil J ^a   Hora, Manpreet ^b   Wagner, Stephan M ^a   Jüttner, Matthias P ^c  

^a ETH ZURICH   (Switzerland)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^c SWISS FINANCE INSTITUTE   (Switzerland)

Author keywords

Capital adequacy; Loss distribution approach; Operational risk; Process improvement; Risk management

Indexed keywords

INTELLIGENT SYSTEMS; MONTE CARLO METHODS; PROCESS ENGINEERING;

CAPITAL ADEQUACIES; FINANCIAL SERVICES SECTOR; HIGH FREQUENCY HF; LOSS DISTRIBUTION APPROACHES; LOW-FREQUENCY; OPERATIONAL RISKS; PROCESS IMPROVEMENT; STATISTICAL PROPERTIES;

RISK MANAGEMENT;

EID: 84927952066     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2015.02.029     Document Type: Article

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