中文簡介

巴塞爾委員會2014年修訂的操作風險資本框架，以及金融機構必須與金融當局進行的數十億美元結算，使操作風險成為風險管理的重點�！恫僮黠L險雜志》鼓勵積極討論量化、建模和管理該風險的實用方法，同時也討論了該學科的當前問題，是讓從業人員和學術界了解操作風險理論和實踐最新研究的重要讀物。《運營風險雜志》考慮以研究論文和論壇論文的形式提交的報告，主題包括但不限于：操作風險的建模和管理操作風險模型技術的最新進展，例如：連接函數、相關性、總損失分布、貝葉斯方法和極值理論。操作風險和/或任何風險轉移技術的定價和對沖數據建模外部損失數據、業務控制因素和情景分析用于聚合不同類型數據的模型將關鍵風險指標和宏觀經濟因素與運營損失聯系起來的因果模型監管問題，如巴塞爾協議II或任何其他監管問題

　　英文簡介

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

　　近年期刊影響因子趨勢圖