Op risk modelling for extremes


Basel Committee on Banking Supervision (2001) "Consultative Paper 2.5." Bank for International Settlements

Cruz M G (2002) "Modeling, measuring and hedging operational risk." Wiley

Cruz M, Coleman R & Salkin G (1998) "Modeling and measuring operational risk" Journal of Risk 1, 63-72

Efron B & Tibshirani R (1993) "An Introduction to the Bootstrap." Chapman& Hall

Embrechts P (Editor) (2000) "Extremes and Integrated Risk Management." Risk Books, London

Embrechts P, Klüppelberg C & Mikosch T

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At a Risk.net webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…

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