News / 2012

Mikhail Makarov publishes in “Operational Risk: New Frontiers Explored, Risk Books, 2012”

October 17, 2012

Mikhail Makarov, Managing Partner at EVMTech has published in “Operational Risk: New Frontiers Explored, Risk Books, 2012” an article on dependency modeling. The title of his article is “A Unified Approach to Dependency Calibration in Operational Risk Models.” In this article he explores new techniques to calibrate dependency models using external loss data. Particular emphasize is put on tail dependence.

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