Enrique Jose Jimenez-Rodriguez

Universidad Pablo de Olavide - Department of Business Administration

41013 Seville

Spain

SCHOLARLY PAPERS

3

DOWNLOADS

2

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Toward an Efficient People-Risk Capital Allocation for Financial Firms: Evidence from US Banks

Journal of Operational Risk, Vol. 12, No. 4, 2017
Number of pages: 24 Posted: 06 Jan 2018
Jose Manuel Feria-Dominguez and Enrique Jose Jimenez-Rodriguez
Pablo de Olavide University and Universidad Pablo de Olavide - Department of Business Administration
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Abstract:

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People-Risk, Financial Firms, Loss Distribution Approach (LDA), Multivariate Fast Fourier Transformation (MFFT), Risk-Adjusted Return On Capital (RAROC)

2.

Comparative Analysis of Operational Risk Approaches within Basel Regulatory Frame-Work: Case Study of Spanish Saving Bank

Journal of Financial Management and Analysis, Vol. 22, No. 1, January - June 2009
Posted: 09 Oct 2009
Jose Luis Martin-Marin, Jose Manuel Feria-Dominguez and Enrique Jose Jimenez-Rodriguez
Universidad Pablo de Olavide - Department of Business Administration, Pablo de Olavide University and Universidad Pablo de Olavide - Department of Business Administration

Abstract:

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Operational risk, Regulatory capital, Advanced measurement approach, Basic indicator approach, Standardised approach

3.

Scenario Analysis for Modelling Operational Losses in the Absence of Data: The Spanish Bank in Perspective

Journal of Financial Management and Analysis, Vol. 21, No. 2, 2008
Posted: 25 Apr 2009
Enrique Jose Jimenez-Rodriguez, Jose Manuel Feria-Dominguez and Jose Luis Martin-Marin
Universidad Pablo de Olavide - Department of Business Administration, Pablo de Olavide University and Universidad Pablo de Olavide - Department of Business Administration

Abstract:

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Operational risk; Capital at risk (CaR); Loss distribution approach (LDA); Scenario analysis