This research models operational risk data via the loss distribution approach under Basel II using open-source data consisting of 3192 operational loss events between 2009 and 2018. The approach is ...

Basel I did not cover operational risk (the risk of loss resulting from inadequate internal processes, people, systems, or external events), but under Basel II, the capital charge for this can be ...

These are certainly exciting times! The Journal of Operational Risk, as the leading publication in this area, aims to be at the forefront of OpRisk discussions and we welcome papers that shed light on ...