3 citations · 3 across the 8 of their papers we have counts for
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q-fin.RM2021
On the Selection of Loss Severity Distributions to Model Operational Risk
Daniel Hadley, Harry Joe, Natalia Nolde
Accurate modeling of operational risk is important for a bank and the finance industry as a whole to prepare for potentially catastrophic losses. One approach to modeling operation…
q-fin.RM2016
Elicitability and backtesting: Perspectives for banking regulation
Natalia Nolde, Johanna F. Ziegel
Conditional forecasts of risk measures play an important role in internal risk management of financial institutions as well as in regulatory capital calculations. In order to asses…