An internal fraud model for operational losses in retail banking

DOI10.1002/asmb.2814MaRDI QIDQ6581583

Rocío Paredes, Marco Vega

Publication date: 30 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

dynamic modeloperational riskretail bankinginternal fraud

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A Bayesian approach to estimate the marginal loss distributions in operational risk management
• Operations risk management by optimally planning the qualified workforce capacity
• Generalized autoregressive conditional heteroscedasticity
• Functional correlation approach to operational risk in banking organizations

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