OPERATIONAL RISK 2013

SUBMITTED PAPERS

BARAKAT, Ahmed

Corporate Governance Changes Following Reputational Damage in the Financial Industry:

BARAKAT, Ahmed, Anna CHERNOBAI, and Mark WARENBURG

Information Asymmetry around Operational Risk Announcements:

BRECHMANN, Eike Christian, Claudia CZADO, and Sandra PATERLINI

Flexible Multivariate Modeling of Operational Risk Losses:

HAIN, Sebastian, and Heinrich ROMMELFANGER

Operational Risk Assessment: A Fuzzy Logic Approach:

HERNANDEZ, Lorenzo, Jorge TEJERO, Alberto SUAREZ, and Santiago CARRILLO-MENENDEZ

Closed-form Approximations for Operational VaR:

MITTNIK, Stefan, Sandra PATERLINI, and Tina YENER

Operational-risk Dependencies and the Determination of Risk Capital:

ROSA, Patricia

Credit Risk Structural Models in OpRisk:

STURM, Philipp

(How much) Should Creditors worry about Operational Risk? The CDS Spread Reaction to Operational Risk Events: