| Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis A Chernobai, ST Rachev, F Fabozzi John Wiley & Sons, 2007 | 418 | 2007 |
| 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 | 315* | 2011 |
| Operational IT Failures, IT Value-Destruction, and Board-Level IT Governance Changes M Benaroch, A Chernobai MIS Quarterly, forthcoming, 2016 | 185 | 2016 |
| Business Complexity and Risk Management: Evidence from Operational Risk Events in U.S. Bank Holding Companies A Chernobai, A Ozdagli, J Wang Journal of Monetary Economics 117, 418-440, 2021 | 130 | 2021 |
| 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 | 129 | 2011 |
| 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 | 113* | 2012 |
| Applying robust methods to operational risk modeling A Chernobai, ST Rachev Journal of Operational Risk 1 (1), 27-41, 2006 | 103 | 2006 |
| 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 | 83 | 2012 |
| Information Asymmetry around Operational Risk Announcements A Barakat, A Chernobai, M Wahrenburg Journal of Banking and Finance 48, 152-179, 2014 | 68 | 2014 |
| Estimation of operational value-at-risk in the presence of minimum collection thresholds: An empirical study A Chernobai, C Menn, ST Rachev, S Trück Model Risk: Identification, Measurement, and Management; D. Roesch and H …, 2010 | 57* | 2010 |
| 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 | 52 | 2006 |
| 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 | 51 | 2006 |
| Aggregation issues in operational risk R Giacometti, ST Rachev, A Chernobai, M Bertocchi Journal of Operational Risk 3 (3), 3-23, 2008 | 45 | 2008 |
| The dynamics of operational loss clustering A Chernobai, Y Yildirim Journal of Banking and Finance 32 (12), 2655-2666, 2008 | 42 | 2008 |
| 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 | 35* | 2006 |
| Operational risk AS Chernobai, S Rachev, FJ Fabozzi A guide to Basel II, 2007 | 33 | 2007 |
| Empirical examination of operational loss distributions ST Rachev, A Chernobai, C Menn Perspectives on Operational Research; M. Morlock et al. (eds.), 379-401, 2006 | 26 | 2006 |
| 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 | 24* | 2007 |
| 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 | 19 | 2013 |
| Is selection bias inherent in housing transactions? An equilibrium approach A Chernobai, E Chernobai Real Estate Economics 41 (3), 2013 | 15 | 2013 |
Svetlozar RachevProfessor of Applied MathematicsVerified email at ttu.edu
