Journal of Operational Risk

中文简介

巴塞尔委员会2014年修订的操作风险资本框架，以及金融机构必须与金融当局进行的数十亿美元结算，使操作风险成为风险管理的重点。《操作风险杂志》鼓励积极讨论量化、建模和管理该风险的实用方法，同时也讨论了该学科的当前问题，是让从业人员和学术界了解操作风险理论和实践最新研究的重要读物。《运营风险杂志》考虑以研究论文和论坛论文的形式提交的报告，主题包括但不限于：操作风险的建模和管理操作风险模型技术的最新进展，例如：连接函数、相关性、总损失分布、贝叶斯方法和极值理论。操作风险和/或任何风险转移技术的定价和对冲数据建模外部损失数据、业务控制因素和情景分析用于聚合不同类型数据的模型将关键风险指标和宏观经济因素与运营损失联系起来的因果模型监管问题，如巴塞尔协议II或任何其他监管问题

英文简介

The Basel Committee’s 2014 revision of its operational risk capital framework, along with the multi-billion-dollar settlements that financial institutions had to make with financial authorities, has made operational risk the key focus of risk management. The Journal of Operational Risk stimulates active discussions of practical approaches to quantify, model and manage this risk, also discussing current issues in the discipline, and is essential reading for keeping practitioners and academics informed of the latest research in operational risk theory and practice. The Journal of Operational Risk considers submissions in the form of research papers and forum papers, on topics including, but not limited to: Modelling and management of operational risk Recent advances in techniques used to model operational risk, for example: copulas, correlation, aggregate loss distributions, Bayesian methods and extreme value theory Pricing and hedging of operational risk and/or any risk transfer techniques Data modelling external loss data, business control factors and scenario analysis Models used to aggregate the different types of data Causal models that link key risk indicators and macroeconomic factors to operational losses Regulatory issues, such as Basel II or any other regulatory issue