How to cite this paper
Valahzaghard, M., Araghi, M., Papkiyadeh, S & Valahzaghard, S. (2012). An empirical study to measure the effects of various factors on operating loss.Management Science Letters , 2(6), 1895-1900.
Refrences
Aquaro, V., Bardoscia, M., Bellotti, R., Consiglio, A., De Carlo, F., & Ferri, G. (2010). A Bayesian Networks approach to Operational Risk. Physica A: Statistical Mechanics and its Applications, 389(8), 1721-1728.
Chavez-Demoulin, V., Embrechts, P., & Ne?lehov?, J. (2006). Quantitative models for operational risk: Extremes, dependence and aggregation. Journal of Banking & Finance, 30(10), 2635-2658.
Chateau, J.P.D. (2009). Marking-to-model credit and operational risks of loan commitments: A Basel-2 advanced internal ratings-based approach. International Review of Financial Analysis, 18(5), 260-270.
Feng-ge, Y., & Ping, Z. (2012). The measurement of operational risk based on CVaR: A decision engineering technique. Systems Engineering Procedia, 4, 438-447.
Jiménez-Rodr?guez, E.J., Feria-Dom?nguez, J.M., & Mart?n-Marin, J.L. (2011). The regulatory loss cut-off level: Does it undervalue the operational capital at risk? The Spanish Review of Financial Economics, 9(2), 49-54.
Peters, G.W., Shevchenko, P.V., Young, M., & Yip, W. (2011). Analytic loss distributional approach models for operational risk from the -stable doubly stochastic compound processes and implications for capital allocation. Insurance: Mathematics and Economics, 49(3), 565-579.
Wahlstr?m, G. (2009). Risk management versus operational action: Basel II in a Swedish context. Management Accounting Research, 20(1), 53-68.
Xie, Y., Wu, Y.W., & Hu, Y.C. (2011). The Engineering of China Commercial Bank Operational Risk Measurement. Systems Engineering Procedia, 1, 330-336.
Chavez-Demoulin, V., Embrechts, P., & Ne?lehov?, J. (2006). Quantitative models for operational risk: Extremes, dependence and aggregation. Journal of Banking & Finance, 30(10), 2635-2658.
Chateau, J.P.D. (2009). Marking-to-model credit and operational risks of loan commitments: A Basel-2 advanced internal ratings-based approach. International Review of Financial Analysis, 18(5), 260-270.
Feng-ge, Y., & Ping, Z. (2012). The measurement of operational risk based on CVaR: A decision engineering technique. Systems Engineering Procedia, 4, 438-447.
Jiménez-Rodr?guez, E.J., Feria-Dom?nguez, J.M., & Mart?n-Marin, J.L. (2011). The regulatory loss cut-off level: Does it undervalue the operational capital at risk? The Spanish Review of Financial Economics, 9(2), 49-54.
Peters, G.W., Shevchenko, P.V., Young, M., & Yip, W. (2011). Analytic loss distributional approach models for operational risk from the -stable doubly stochastic compound processes and implications for capital allocation. Insurance: Mathematics and Economics, 49(3), 565-579.
Wahlstr?m, G. (2009). Risk management versus operational action: Basel II in a Swedish context. Management Accounting Research, 20(1), 53-68.
Xie, Y., Wu, Y.W., & Hu, Y.C. (2011). The Engineering of China Commercial Bank Operational Risk Measurement. Systems Engineering Procedia, 1, 330-336.