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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
Welcome to the opening issue to the third year of The Journal of Operational
Risk. I speak on behalf of the editorial board to say that we are all very excited
with the quality of the journal and how well received this publication has been.
Among the portfolio of Risk Journals we are one of the most successful in terms
of subscriptions. Furthermore, articles published in the Journal have been referred
to in many other publications and conferences, which is certainly a measure of
our success. A prime example of this is our participation for the first time at
OpRisk USA (www.opriskusa.com) this February, held in New York, and the
forthcoming OpRisk Europe in April (www.opriskeurope.com), to be held in
London. In association with OpRisk & Compliance we are hosting a full day
preconference seminar with speakers who are researchers and practitioners that
have been previously published in the Journal, talking about the most advanced
research in operational risk. Being a practitioner myself, I can see the impact that
these articles are making in terms of bringing the operational risk industry to a
higher level of play. |
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www.journalofoperationalrisk.com |
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