Reference health
Using Shifted Distributions in Computing Operational Risk Capital
5/5 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 5 checked references that resolve
resolves10.1016/j.jbankfin.2005.11.008
Quantitative models for operational risk: Extremes, dependence and aggregation
resolves10.2139/ssrn.918880
A Tale of Tails: An Empirical Analysis of Loss Distribution Models for Estimating Operational Risk Capital
resolves10.21314/jop.2007.034
Addressing the impact of data truncation and parameter uncertainty on operational risk estimates
The 7 references without a DOI — listed, not checked
no DOI — not checkedOperational VaR: a closed-form approximation
no DOI — not checkedOperational VAR: meaningful means
no DOI — not checkedBasel II: International Convergence of Capital Measurement and Capital Standards: a Revised Framework-Comprehensive Version. Bank for International Settlements (BIS)
no DOI — not checkedA note on the estimation of the frequency and severity of operational losses
no DOI — not checkedref7
no DOI — not checkedThe Basel Handbook: A Guide for Financial Practitioners
no DOI — not checkedTreatment of missing data in the field of operational risk: the impacts on parameter estimates, EL, VaR, and CVaR figures
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or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-28 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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