Hela Dahen

Ecole des Hautes Etudes Commerciales de Montreal (HEC)

3000, Chemin de la Côte-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

  • Ecole des Hautes Etudes Commerciales de Montreal (HEC)

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 37,584

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Top 37,584

in Total Papers Downloads

2,710

TOTAL CITATIONS

16

Scholarly Papers (4)

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1.

Book Review of Risk Management

Downloads 1,545 (24,602)
Citation 1

Book Review of Risk Management

HEC Working Paper No. 02-03
Number of pages: 11 Posted: 20 Feb 2003
Georges Dionne and Hela Dahen
HEC Montreal - Department of Finance and Ecole des Hautes Etudes Commerciales de Montreal (HEC)
Downloads 1,545 (24,167)
Citation 1

Abstract:

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Book Review of Risk Management

Posted: 20 Feb 2003
Georges Dionne and Hela Dahen
HEC Montreal - Department of Finance and Ecole des Hautes Etudes Commerciales de Montreal (HEC)

Abstract:

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2.

Scaling Models for the Severity and Frequency of External Operational Loss Data

Journal of Banking and Finance, Vol. 34, No. 7, 2010
Number of pages: 47 Posted: 24 Jan 2007 Last Revised: 05 Jan 2023
Hela Dahen and Georges Dionne
Ecole des Hautes Etudes Commerciales de Montreal (HEC) and HEC Montreal - Department of Finance
Downloads 609 (89,381)
Citation 10

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Operational risk in banks, scaling, severity distribution, frequency distribution, truncated count data regression models

3.

What about Underevaluating Operational Value at Risk in the Banking Sector?

Number of pages: 45 Posted: 14 Sep 2007
Georges Dionne and Hela Dahen
HEC Montreal - Department of Finance and Ecole des Hautes Etudes Commerciales de Montreal (HEC)
Downloads 351 (171,817)
Citation 5

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Operational risk in banks, severity distribution, frequency distribution, operational VaR, operational risk measurement.

4.

Extremal Events in a Bank Operational Losses

Journal of Operational Risk, 5, 2, 63-78, 2010
Number of pages: 27 Posted: 28 Feb 2010 Last Revised: 05 Jan 2023
Hela Dahen, Georges Dionne and Daniel Zajdenweber
Ecole des Hautes Etudes Commerciales de Montreal (HEC), HEC Montreal - Department of Finance and affiliation not provided to SSRN
Downloads 205 (295,971)

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Bank operational loss, value at risk, Pareto distribution, insurance premium, extremal event