Essec\Faculty\Model\Contribution {#2216 ▼
#_index: "academ_contributions"
#_id: "8271"
#_source: array:26 [
"id" => "8271"
"slug" => "8271-modelling-macroeconomic-effects-and-expert-judgements-in-operational-risk-a-bayesian-approach"
"yearMonth" => "2012-03"
"year" => "2012"
"title" => "Modelling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach"
"description" => "CAPA SANTOS, H., KRATZ, M. et MOSQUERA MUÑOZ, F.V. (2012). <i>Modelling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach</i>. ESSEC Business School. 
CAPA SANTOS, H., KRATZ, M. et MOSQUERA MUÑOZ, F.V. (2012). <i>Modelling Macroeconomic Effects and Ex "
"authors" => array:3 [
0 => array:3 [
"name" => "KRATZ Marie"
"bid" => "B00072305"
"slug" => "kratz-marie"
]
1 => array:1 [
"name" => "CAPA SANTOS H."
]
2 => array:1 [
"name" => "MOSQUERA MUÑOZ F.V."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "This work presents a contribution on operational risk under a general Bayesian context incorporating information on market risk profile, experts and operational losses, taking into account the general macroeconomic environment as well. It aims at estimating a characteristic parameter of the distributions of the sources, market risk profile, experts and operational losses, chosen here at a location parameter. It generalizes under more realistic conditions a study realized by Lambrigger, Shevchenko and Wüthrich, and analyses macroeconomic effects on operational risk. It appears that severities of operational losses are more related to the macroeconomics environment than usually assumed. This work presents a contribution on operational risk under a general Bayesian context incorporating "
"en" => "This work presents a contribution on operational risk under a general Bayesian context incorporating information on market risk profile, experts and operational losses, taking into account the general macroeconomic environment as well. It aims at estimating a characteristic parameter of the distributions of the sources, market risk profile, experts and operational losses, chosen here at a location parameter. It generalizes under more realistic conditions a study realized by Lambrigger, Shevchenko and Wüthrich, and analyses macroeconomic effects on operational risk. It appears that severities of operational losses are more related to the macroeconomics environment than usually assumed. This work presents a contribution on operational risk under a general Bayesian context incorporating "
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2025-03-21T02:21:58.000Z"
"docTitle" => "Modelling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach"
"docSurtitle" => "Working Papers"
"authorNames" => "<a href="/cv/kratz-marie">KRATZ Marie</a>, CAPA SANTOS H., MOSQUERA MUÑOZ F.V."
"docDescription" => "<span class="document-property-authors">KRATZ Marie, CAPA SANTOS H., MOSQUERA MUÑOZ F.V.</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2012</span> <span class="document-property-authors">KRATZ Marie, CAPA SANTOS H., MOSQUERA MUÑOZ F.V.</span><br>< "
"keywordList" => ""
"docPreview" => "<b>Modelling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach</b><br><span>2012-03 | Working Papers </span> <b>Modelling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach</b "
"docType" => "research"
"publicationLink" => "<a href="#" target="_blank">Modelling Macroeconomic Effects and Expert Judgements in Operational Risk: A Bayesian Approach</a> <a href="#" target="_blank">Modelling Macroeconomic Effects and Expert Judgements in Operational Ris "
]
+lang: "en"
+"_type": "_doc"
+"_score": 8.9643545
+"parent": null
}
