Output details
11 - Computer Science and Informatics
Queen Mary University of London
Article title
Modeling operational risk in financial institutions using hybrid dynamic Bayesian networks
Type
D - Journal article
DOI
-
Title of journal
Journal of Operational Risk
Article number
-
Volume number
4
Issue number
1
First page of article
3
ISSN of journal
1744-6740
Year of publication
2009
URL
-
Number of additional authors
2
Additional information
<13>This is one of the few papers in the emerging discipline of operational risk to focus on the incorporation of evidence of a bank’s controls and management regime when quantifying high impact low probability events. The work was produced in collaboration with the University of Stavanger and a consortium of Norwegian financial institutions. The ideas are now being commercially exploited by Milliman Actuarial Consultants (contact Neil Cantle, Neil.Cantle@milliman.com,for details).
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Citation count
-
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-
