2 citations · 2 across the 1 of their papers we have counts for
2 papers
q-fin.RM2020
An internal fraud model for operational losses in retail banking
Rocío Paredes, Marco Vega
This paper develops a dynamic internal fraud model for operational losses in retail banking. It considers public operational losses arising from internal fraud in retail banking wi…
q-fin.RM2012★ 2 cited
Real Output Costs of Financial Crises: A Loss Distribution Approach
Daniel Kapp, Marco Vega
We study cross-country GDP losses due to financial crises in terms of frequency (number of loss events per period) and severity (loss per occurrence). We perform the Loss Distribut…