Concepedia

Internal Loss Data

Internal Loss Data is a structured record of historical operational risk events and associated financial losses experienced within a financial institution, distinguished from external data sources by its exclusive derivation from the institution’s own risk management systems and reporting frameworks.

32

Publications

1.6K

Citations

132

Authors

47

Institutions

Publications per year

2017–2026

2

Parents

Publications

32

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

Anna Chernobai, Philippe Jorion, Fan Yu · Journal of Financial and Quantitative Analysis · 2011 · 188 citations

, , +12

Determination of single-pass optical gain and internal loss using a multisection device

J.D. Thomson, Huw D. Summers, P. J. Hulyer et al. · Applied Physics Letters · 1999 · 150 citations · Full text

, , +17

Network Loss Inference Using Unicast End-to-End Measurement

Mark Coates, Robert D. Nowak · Rice Digital Scholarship Archive (Rice University) · 2000 · 148 citations · Full text

, , +15

The structural modeling of operational risk via Bayesian inference: combining loss data with expert opinions

Pavel V. Shevchenko, Mario V. Wüthrich · The Journal of Operational Risk · 2006 · 111 citations

, , +17

Using Loss Data to Quantify Operational Risk

Patrick de Fontnouvelle, Virginia De Jesus-Rueff, John S. Jordan et al. · SSRN Electronic Journal · 2003 · 104 citations · Full text

, , +17

1–5 of 32

Authors

132

  1. AC
    Anna Chernobai

    Syracuse University, United States

    3 publications · 253 citations

    3

    h-index

  2. PJ
    Philippe Jorion

    University of California, Irvine, United States

    2 publications · 239 citations

    2

    h-index

  3. MV
    Mario V. Wüthrich

    ETH Zurich, Switzerland

    2 publications · 126 citations

    2

    h-index

  4. RM
    Robert M. Farrell

    University of California, Santa Barbara, United States

    2 publications · 75 citations

    2

    h-index

  5. SP
    Steven P. DenBaars

    University of California, Santa Barbara, United States

    2 publications · 75 citations

    2

    h-index

1–5 of 132

Institutions

47

  1. University of California, Irvine

    Irvine, United States

    2 h-index

    2 publications

    239 citations

  2. Claremont McKenna College

    Claremont, United States

    2 h-index

    2 publications

    239 citations

  3. AT&T (United States)

    Bedminster, United States

    2 h-index

    8 publications

    616 citations

  4. Syracuse University

    Syracuse, United States

    2 h-index

    2 publications

    239 citations

  5. University College London

    London, United Kingdom

    2 h-index

    2 publications

    73 citations

  6. University of California, Santa Barbara

    Santa Barbara, United States

    2 h-index

    17 publications

    609 citations

  7. Centre d'Économie de la Sorbonne

    Paris, France

    1 h-index

    1 publications

    11 citations

  8. AdTech Optics (United States)

    Los Angeles, United States

    1 h-index

    3 publications

    81 citations

1–8 of 47

Venues

  1. Applied Physics Letters

    6 publications · 305 citations

    6

    h-index

  2. SSRN Electronic Journal

    Repository · 4 publications · 224 citations

    4

    h-index

  3. The Journal of Operational Risk

    4 publications · 162 citations

    4

    h-index

  4. Ferroelectrics

    1 publications · 23 citations

    1

    h-index

  5. IEEE Journal of Quantum Electronics

    1 publications · 10 citations

    1

    h-index

1–5