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 Welcome to www.journalofoperationalrisk.com |
The Journal of Operational Risk, in association with OpRisk & Compliance, are hosting the pre-conference seminars on Tuesday 8, April at OpRisk Europe’s 10th annual conference ‘On Managing And Mitigating Operational Risk’. This is the first time that the Journal is taking part in this event and is pleased to announce the following contributors will be speaking at seminar one - New frontiers in quantitative operational risk management:
Starting the day off V. Chavez-Demoulin, M. Degen and D.D. Lambrigger, Swiss Federal Institute of Technology, Lausanne/Zurich, will jointly be speaking about ‘Infinite-mean models and LDA for operational risk’; Chavez-Demoulin’s co-authored paper appeared in The Journal of Operational Risk 1(1):
Infinite-mean models and the LDA for operational risk
and Lambrigger’s co-authored paper appeared in The Journal of Operational Risk 2(3):
The quantification of operational risk using internal data, relevant external data and expert opinion
Following that Roberto Ugoccioni, Intesa Sanpaolo, will be speaking about ‘Sources of uncertainty in modeling operational risk losses’; based on the co-authored paper that appeared in The Journal of Operational Risk 1(2):
Michael Brunner, UNICREDIT GROUP, will then be speaking about ‘Modeling insurance mitigation inside the operational risk framework’.
Finally, Rosella Giacometti, University of Bergamo, will be speaking about ‘Heavy-tailed distributional models for operational losses’ based on the co-authored paper that appeared in The Journal of Operational Risk 2(1).
If you have any questions or comments about The Journal of Operational Risk or the website please contact us. |
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Letter from the Editor-in-Chief
With this issue of The Journal of Operational Risk we are moving into summer and
it looks like the credit crunch crisis and its impact on financial markets is starting
to subside after almost a year. Yet the question (within the industry) of how the real
economy will be affected by this new environment still remains. A clearer picture
will be available by the end of the season, when it is expected that oil prices, and
their impact on inflation, will finally become more realistic. |
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www.journalofoperationalrisk.com |
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