Measuring operational and reputational risk: A practitioner's approach A Soprano, B Crielaard, F Piacenza, D Ruspantini John Wiley & Sons, 2010 | 60 | 2010 |
Modeling insurance mitigation on operational risk capital D Bazzarello, B Crielaard, F Piacenza, A Soprano Journal of Operational risk 1 (1), 57-65, 2006 | 41 | 2006 |
Practice oriented and Monte Carlo based estimation of the value-at-risk for operational risk measurement F Greselin, F Piacenza, R Zitikis Risks 7 (2), 50, 2019 | 8 | 2019 |
Operational risk class homogeneity F Piacenza, D Ruspantini, A Soprano Journal of Operational Risk 1 (3), 51-59, 2006 | 8 | 2006 |
Optimal B-robust posterior distributions for operational risk IL Danesi, F Piacenza, E Ruli, L Ventura Journal of Operational Risk, Forthcoming, 2016 | 6 | 2016 |
Diversification effects in operational risk: A robust approach F Monti, M Brunner, F Piacenza, D Bazzarello Journal of Risk Management in Financial Institutions 3 (3), 243-258, 2010 | 6 | 2010 |
Capital allocation for operational risk M Brunner, F Piacenza, F Monti, D Bazzarello Journal of Risk Management in Financial Institutions 2 (2), 165-174, 2009 | 5 | 2009 |
Fat tails, expected shortfall and the Monte Carlo method: a note M Brunner, F Piacenza, F Monti, D Bazzarello Journal of Operational Risk 4 (1), 81-89, 2009 | 3 | 2009 |
Standardized measurement approach extension to integrate insurance deduction into operational risk capital requirement F Piacenza, C Belloni Journal of Operational Risk 12 (4), 2017 | 2 | 2017 |
A text analysis for Operational Risk loss descriptions D Di Vincenzo, F Greselin, F Piacenza, R Zitikis arXiv preprint arXiv:2212.01285, 2022 | 1 | 2022 |
Package ‘OBRE’ A Riboldi, IL Danesi, F Piacenza, R Ciaponi, S Allen, N Saccenti, A Filippi, ... | | 2017 |
POSTERIOR DISTRIBUTIONS FROM OPTIMALLY BRobust ESTIMATING FUNCTIONS AND APPROXIMATE BAYESIAN COMPUTATION IL Danesi, F Piacenza, E Ruli, L Ventura BOOK OF ABSTRACTS, 464, 2015 | | 2015 |
OPERATIONAL RISK FORUM-Fat tails, expected shortfall and the Monte Carlo method: a note M Brunner, F Piacenza, F Monti, D Bazzarello Journal of Operational Risk, 81, 2009 | | 2009 |