Ibrahim Ergen

Federal Reserve Banks - Federal Reserve Bank of Richmond

P.O. Box 27622

Richmond, VA 23261

United States

SCHOLARLY PAPERS

4

DOWNLOADS

683

SSRN CITATIONS

1

CROSSREF CITATIONS

8

Scholarly Papers (4)

1.
Downloads 342 ( 88,025)
Citation 2

Benchmarking Operational Risk Models

Number of pages: 27 Posted: 03 Mar 2016
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Board and Federal Reserve Bank of Chicago
Downloads 264 (115,937)

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Banking Regulation, Risk Management, Operational Risk, Benchmarking

Benchmarking Operational Risk Models

FEDS Working Paper No. 2016-070
Number of pages: 28 Posted: 25 Aug 2016
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Cleveland, Federal Reserve Board and Federal Reserve Bank of Chicago
Downloads 78 (315,460)

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Banking Regulation, Benchmarking, Operational Risk, Risk Management

2.

Correlations and Systemic Risk in Operational Losses of the U.S. Banking Industry

Number of pages: 26 Posted: 04 Mar 2016
Azamat Abdymomunov and Ibrahim Ergen
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 193 (158,352)

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Operational Risk, Bank, Systemic risk, Dependence, Copula

3.

Tail Dependence in the US Banking Sector and Measures of Systemic Risk

Number of pages: 36 Posted: 19 Apr 2012
Eliana Balla, Ibrahim Ergen and Marco Migueis
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Board
Downloads 148 (199,306)
Citation 2

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Extreme value dependence, systemic risk, systemically important banks

4.

Tail Dependence and Systemic Risk in Operational Losses of the US Banking Industry

International Review of Finance, Vol. 17, Issue 2, pp. 177-204, 2017
Number of pages: 28 Posted: 03 Jun 2017
Azamat Abdymomunov and Ibrahim Ergen
Federal Reserve Banks - Federal Reserve Bank of Richmond and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 0 (674,284)
Citation 1
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