Journal of Operational Risk
| 短名 | JOP |
| Journal Impact | 0.58 |
| 国际分区 | BUSINESS, FINANCE(Q4) |
| 期刊索引 | SCI Q4中科院 4 区 |
| ISSN | 1744-6740, 1755-2710 |
| h-index | 15 |
| 国内分区 | 经济学(4区)经济学商业财政与金融(4区) |
In December 2017, the Basel Committee published the final version of its standardized measurement approach (SMA) methodology, which will replace the approaches set out in Basel II (ie, the simpler standardized approaches and advanced measurement approach (AMA) that allowed use of internal models) from January 1, 2022. Independently of the Basel III rules, in order to manage and mitigate risks, they still need to be measurable by anyone. The operational risk industry needs to keep that in mind. While the purpose of the now defunct AMA was to find out the level of regulatory capital to protect a firm against operational risks, we still can – and should – use models to estimate operational risk economic capital. Without these, the task of managing and mitigating capital would be incredibly difficult. These internal models are now unshackled from regulatory requirements and can be optimized for managing the daily risks to which financial institutions are exposed. In addition, operational risk models can and should be used for stress tests and Comprehensive Capital Analysis and Review (CCAR). The Journal of Operational Risk also welcomes papers on nonfinancial risks as well as topics including, but not limited to, the following. The modeling and management of operational risk. Recent advances in techniques used to model operational risk, eg, copulas, correlation, aggregate loss distributions, Bayesian methods and extreme value theory. The pricing and hedging of operational risk and/or any risk transfer techniques. Data modeling external loss data, business control factors and scenario analysis. Models used to aggregate different types of data. Causal models that link key risk indicators and macroeconomic factors to operational losses. Regulatory issues, such as Basel II or any other local regulatory issue. Enterprise risk management. Cyber risk. Big data.
| 涉及主题 | 经济业务财务管理操作风险风险管理计算机科学医学风险分析（工程）数学原创性研究图书馆学计量经济学统计精算学 |
| 出版信息 | 出版商: Incisive Media Ltd.，出版周期: ，期刊类型: journal |
| 基本数据 | 创刊年份: 2011，原创研究文献占比: 100.00%，自引率:50.00%， Gold OA占比: 0.00% |
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