The effect of stressed economic conditions on operational risk loss distributions

Ja'nel Esterhuysen; Gary Van Vuuren; Paul Styger

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Crossref Citations

1. THE EFFECT OF STRESSED ECONOMIC CONDITIONS ON SYSTEMIC RISK WITHIN THE SOUTH AFRICAN BANKING SECTOR
JA'NEL ESTERHUYSEN, GARY VAN VUUREN, PAUL STYGER
South African Journal of Economics vol: 79 issue: 3 first page: 270 year: 2011
doi: 10.1111/j.1813-6982.2011.01276.x

2. Operational Loss Data Collection: A Literature Review
Lu Wei, Jianping Li, Xiaoqian Zhu
Annals of Data Science vol: 5 issue: 3 first page: 313 year: 2018
doi: 10.1007/s40745-018-0139-2

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South African Journal of Economic and Management Sciences | ISSN: 1015-8812 (PRINT) | ISSN: 2222-3436 (ONLINE)