| Credit risk analysis using machine and deep learning models PM Addo, D Guegan, B Hassani Risks 6 (2), 38, 2018 | 346 | 2018 |
| Scenario analysis in risk management B Hassani, BK Hassani Springer International Publishing Switzerland, 2016 | 66* | 2016 |
| Regulatory learning: How to supervise machine learning models? An application to credit scoring D Guegan, B Hassani The Journal of Finance and Data Science 4 (3), 157-171, 2018 | 53 | 2018 |
| Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk? GW Peters, PV Shevchenko, B Hassani, A Chapelle arXiv preprint arXiv:1607.02319, 2016 | 46 | 2016 |
| A modified Panjer algorithm for operational risk capital calculations D Guegan, B Hassani Journal of Operational Risk 4 (4), 53-72, 2009 | 39 | 2009 |
| Societal bias reinforcement through machine learning: a credit scoring perspective BK Hassani AI and Ethics 1 (3), 239-247, 2021 | 34 | 2021 |
| Multivariate vars for operational risk capital computation: a vine structure approach D Guegan, BK Hassani International journal of risk assessment and management 17 (2), 148-170, 2013 | 31 | 2013 |
| Distortion risk measure or the transformation of unimodal distributions into multimodal functions D Guegan, B Hassani Future perspectives in risk models and finance, 71-88, 2014 | 27 | 2014 |
| Relationships between ESG disclosure and economic growth: A critical review BK Hassani, Y Bahini Journal of Risk and Financial Management 15 (11), 538, 2022 | 26 | 2022 |
| Risk measurement D Guégan, BK Hassani Springer International Publishing, 2019 | 23 | 2019 |
| Operational risk: A basel ii++ step before basel iii D Guegan, BK Hassani Journal of Risk Management in Financial Institutions 6 (1), 37-53, 2013 | 22 | 2013 |
| An efficient threshold choice for the computation of operational risk capital D Guégan, BK Hassani, C Naud Journal of Operational Risk 6 (4), 3, 2011 | 22* | 2011 |
| A mathematical resurgence of risk management: an extreme modeling of expert opinions D Guegan, B Hassani Frontiers in Finance and Economics 11 (1), 25-45, 2014 | 19 | 2014 |
| Emerging countries sovereign rating adjustment using market information: Impact on financial institutions investment decisions D Guegan, B Hassani, X Zhao Emerging Markets and the Global Economy: A Handbook, 17-31, 2013 | 18 | 2013 |
| Using a time series approach to correct serial correlation in operational risk capital calculation D Guegan, B Hassani | 18* | 2013 |
| The cascade Bayesian approach: Prior transformation for a controlled integration of internal data, external data and scenarios BK Hassani, A Renaudin Risks 6 (2), 47, 2018 | 17* | 2018 |
| More accurate measurement for enhanced controls: VaR vs ES? D Guegan, BK Hassani Journal of International Financial Markets, Institutions and Money 54, 152-165, 2018 | 16 | 2018 |
| Risk appetite in practice: Vulgaris mathematica BK Hassani | 15 | 2014 |
| Standardized measurement approach for operational risk: Pros and cons G Peters, PV Shevchenko, B Hassani, A Chapelle Available at SSRN 2789006, 2016 | 9 | 2016 |
| A multivariate quantile based on Kendall ordering M Garcin, D Guégan, B Hassani Revstat-statistical journal 21 (1), 77-96, 2023 | 8* | 2023 |
