Giulio Mignola

Intesa SanPaolo Spa

Head, Operational Risk Management Group

Piazza P. Ferrari 10

Milan, 20121

Italy

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Comments on the Basel Committee on Banking Supervision Proposal for a New Standardized Approach for Operational Risk

Journal of Operational Risk, Vol. 11, No. 3, 2016
Number of pages: 20 Posted: 15 Sep 2016
Giulio Mignola, Roberto Ugoccioni and Eric Cope
Intesa SanPaolo Spa, Intesa SanPaolo Spa and Credit Suisse AG
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Abstract:

operational risk measurement, advanced measurement approach (AMA), standardized measurement approach (SMA), Basel Committee on Banking Supervision (BCBS), capital requirement, capital variability

2.

Determining the Marginal Contributions of the Economic Capital of Credit Risk Portfolio: An Analytical Approach

The IUP Journal of Financial Risk Management, Vol. X, No. 1, March 2013, pp. 7-25
Posted: 02 May 2013
Marco Morone, Anna Cornaglia and Giulio Mignola
Intesa SanPaolo SpA, Independent and Intesa SanPaolo Spa

Abstract: