Personal information

Activities

Works (8)

Business complexity and risk management: Evidence from operational risk events in U.S. bank holding companies

Journal of Monetary Economics
2021-01 | Journal article
Contributors: Anna Chernobai; Ali Ozdagli; Jianlin Wang
Source: check_circle
Crossref

An Event Study Analysis of the Economic Impact of IT Operational Risk and its Subcategories

2011 | Journal article
Part of ISSN:

1536-9323

Source: Self-asserted source
Anna Chernobai via ResearcherID

The Determinants of Operational Risk in U.S. Financial Institutions

2011 | Journal article
DOI:

10.1017/s0022109011000500

Part of ISSN:

0022-1090

Source: Self-asserted source
Anna Chernobai via ResearcherID

Aggregation issues in operational risk

2008 | Journal article
Part of ISSN:

1744-6740

Source: Self-asserted source
Anna Chernobai via ResearcherID

The dynamics of operational loss clustering

2008 | Journal article
DOI:

10.1016/j.jbankfin.2008.06.001

Part of ISSN:

0378-4266

Source: Self-asserted source
Anna Chernobai via ResearcherID

Heavy-tailed distributional model for operational losses

2007 | Journal article
Source: Self-asserted source
Anna Chernobai via ResearcherID

Applying robust methods to operational risk modeling

2006 | Journal article
Source: Self-asserted source
Anna Chernobai via ResearcherID

Modelling catastrophe claims with left-truncated severity distributions

2006 | Journal article
DOI:

10.1007/s00180-006-0011-2

Source: Self-asserted source
Anna Chernobai via ResearcherID

Peer review (3 reviews for 2 publications/grants)

Review activity for Finance research letters. (1)
Review activity for Journal of financial services research. (2)