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Fabio Piacenza
Title
Cited by
Cited by
Year
Measuring operational and reputational risk: A practitioner's approach
A Soprano, B Crielaard, F Piacenza, D Ruspantini
John Wiley & Sons, 2010
592010
Modeling insurance mitigation on operational risk capital
D Bazzarello, B Crielaard, F Piacenza, A Soprano
Journal of Operational risk 1 (1), 57-65, 2006
412006
Practice oriented and Monte Carlo based estimation of the value-at-risk for operational risk measurement
F Greselin, F Piacenza, R Zitikis
Risks 7 (2), 50, 2019
82019
Operational risk class homogeneity
F Piacenza, D Ruspantini, A Soprano
Journal of Operational Risk 1 (3), 51-59, 2006
82006
Optimal B-robust posterior distributions for operational risk
IL Danesi, F Piacenza, E Ruli, L Ventura
Journal of Operational Risk, Forthcoming, 2016
62016
Diversification effects in operational risk: A robust approach
F Monti, M Brunner, F Piacenza, D Bazzarello
Journal of Risk Management in Financial Institutions 3 (3), 243-258, 2010
62010
Capital allocation for operational risk
M Brunner, F Piacenza, F Monti, D Bazzarello
Journal of Risk Management in Financial Institutions 2 (2), 165-174, 2009
52009
Fat tails, expected shortfall and the Monte Carlo method: a note
M Brunner, F Piacenza, F Monti, D Bazzarello
Journal of Operational Risk 4 (1), 81-89, 2009
32009
Standardized measurement approach extension to integrate insurance deduction into operational risk capital requirement
F Piacenza, C Belloni
Journal of Operational Risk 12 (4), 2017
22017
A text analysis for Operational Risk loss descriptions
D Di Vincenzo, F Greselin, F Piacenza, R Zitikis
arXiv preprint arXiv:2212.01285, 2022
12022
Package ‘OBRE’
A Riboldi, IL Danesi, F Piacenza, R Ciaponi, S Allen, N Saccenti, A Filippi, ...
2017
POSTERIOR DISTRIBUTIONS FROM OPTIMALLY BRobust ESTIMATING FUNCTIONS AND APPROXIMATE BAYESIAN COMPUTATION
IL Danesi, F Piacenza, E Ruli, L Ventura
BOOK OF ABSTRACTS, 464, 2015
2015
OPERATIONAL RISK FORUM-Fat tails, expected shortfall and the Monte Carlo method: a note
M Brunner, F Piacenza, F Monti, D Bazzarello
Journal of Operational Risk, 81, 2009
2009
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Articles 1–13