Anna Chernobai
Anna Chernobai
Department of Finance, Syracuse University
Verified email at syr.edu - Homepage
TitleCited byYear
Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis
A Chernobai, ST Rachev, F Fabozzi
John Wiley & Sons, 2007
3442007
The determinants of operational risk in US financial institutions
A Chernobai, P Jorion, F Yu
Journal of Financial and Quantitative Analysis 46 (6), 1683-1725, 2011
186*2011
Applying robust methods to operational risk modeling
A Chernobai, ST Rachev
Journal of Operational Risk 1 (1), 27-41, 2006
902006
Composite goodness-of-fit tests for left-truncated loss samples
A Chernobai, ST Rachev, F Fabozzi
Handbook of Financial Econometrics and Statistics, C.-F. Lee (ed.), 2012
84*2012
An event study analysis of the economic impact of IT operational risk and its subcategories
J Goldstein, A Chernobai, M Benaroch
Journal of the Association for Information Systems 12 (9), 606-631, 2011
642011
A note on the estimation of the frequency and severity distribution of operational losses
A Chernobai, C Menn, S Trück, ST Rachev
Mathematical Scientist 30 (2), 87-97, 2006
492006
Operational IT Failures, IT Value-Destruction, and Board-Level IT Governance Changes
M Benaroch, A Chernobai
MIS Quarterly, forthcoming, 2016
452016
An internal control perspective on the market value consequences of IT operational risk events
M Benaroch, A Chernobai, J Goldstein
International Journal of Accounting Information Systems 13 (4), 357-381, 2012
442012
Modelling catastrophe claims with left-truncated severity distributions
A Chernobai, K Burnecki, ST Rachev, S Trück, R Weron
Computational Statistics 21 (3), 537-555, 2006
432006
Aggregation issues in operational risk
R Giacometti, ST Rachev, A Chernobai, M Bertocchi
Journal of Operational Risk 3 (3), 3-23, 2008
392008
Treatment of incomplete data in the field of operational risk: The effects on parameter estimates, EL and UL figures
A Chernobai, C Menn, ST Rachev, C Trück, M Moscadelli
The Advanced Measurement Approach to Operational Risk; E. Davis (ed.), 145-168, 2006
31*2006
Information Asymmetry around Operational Risk Announcements
A Barakat, A Chernobai, M Wahrenburg
Journal of Banking and Finance 48, 152-179, 2014
302014
The dynamics of operational loss clustering
A Chernobai, Y Yildirim
Journal of Banking and Finance 32 (12), 2655-2666, 2008
302008
Heavy-tailed distributional model for operational losses
R Giacometti, ST Rachev, A Chernobai, M Bertocchi, G Consigli
Journal of Operational Risk 2 (1), 55-90, 2007
212007
Empirical examination of operational loss distributions
ST Rachev, A Chernobai, C Menn
Perspectives on Operational Research; M. Morlock et al. (eds.), 379-401, 2006
202006
Business Complexity and Risk Management: Evidence from Operational Risk Events in U.S. Bank Holding Companies
A Chernobai, A Ozdagli, J Wang
152016
Stable modelling of operational risk
A Chernobai, ST Rachev
Operational Risk Modelling and Analysis, Theory and Practice; M.G. Cruz (ed …, 2004
112004
Disclosures of material weaknesses by Japanese firms after the passage of the 2006 Financial Instruments and Exchange Law
A Chernobai, Y Yasuda
Journal of Banking and Finance 37 (5), 1524-1542, 2013
102013
Is selection bias inherent in housing transactions? An equilibrium approach
A Chernobai, E Chernobai
Real Estate Economics 41 (3), 2013
82013
Contributions to modeling of operational risk in banks
A Chernobai
University of California, Santa Barbara, 2006
72006
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Articles 1–20