Giulio Mignola

Sources of uncertainty in modeling operational risk losses

Roberto Ugoccioni, Giulio Mignola, R. Ugoccioni, 2006 .

Challenges and pitfalls in measuring operational risk from loss data

Gianluca Antonini, Roberto Ugoccioni, G. Antonini, 2009 .

Comments on the Basel Committee on Banking Supervision Proposal for a New Standardized Approach for Operational Risk

Eric Cope, Giulio Mignola, R. Ugoccioni, 2016 .

Comments on the BCBS proposal for a New Standardized Approach for Operational Risk

Eric Cope, Giulio Mignola, R. Ugoccioni, 2016, 1607.00756.

Determining marginal contributions of the economic capital of credit risk portfolio: an analytical approach

Giulio Mignola, Anna Cornaglia, Marco Morone, 2012 .