Anna Chernobai
- Email Contact Me
- Phone 315-443-3357
- Department Finance
- Office 609
- Website Visit
- Resume
Undergraduate Managerial Statistics [MAS 261]
Undergraduate Risk Management [FIN 400]
MBA Data Analysis and Decision Making [MBC 638]
Graduate Risk Management: Credit Risk [FIN 741]
Graduate Risk Managmeent: Operational Risk [FIN 742]
PhD Finance Seminar [FIN 960]
A complete list of Dr. Chernobai's publications can be obtained from her personal homepage at https://sites.google.com/a/g.syr.edu/anna-chernobai
Publications
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Business Complexity and Risk Management: Evidence from Operational Risk Events in U.S. Bank Holding Companies
2021 Journal of Monetary Economics,117 (January 2021),418-440, Ozdagli, A., Wang, J.
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How do Banking Analysts behave around Unanticipated News? Evidence from Operational Risk Event Announcements
2021 European Journal of Finance,27,14,1351-1391, Barakat, A., Gya, H., Amess, K.
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Operational IT Failures, IT Value-Destruction, and Board-Level IT Governance Changes
2017 MIS Quarterly,41,3,729-762, Benaroch, M.
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Information asymmetry around operational risk announcements
2014 Journal of Banking & Finance,48,152-179, Barakat, A., Wahrenburg, M.
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Disclosures of material weaknesses by Japanese firms after the passage of the 2006 Financial Instruments and Exchange Law
2013 Journal of Banking & Finance,37,5,1524-1542, Yasuda, Y.
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Is Selection Bias Inherent in Housing Transactions? An Equilibrium Approach
2013 Real Estate Economics,41,4,887-924, Chernobai, E.
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An internal control perspective on the market value consequences of IT operational risk events
2012 International Journal of Accounting Information Systems,13,4,357-381, Benaroch, M., Goldstein, J.
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The determinants of operational risk in U.S. financial institutions
2011 Journal of Financial and Quantitative Analysis,46,6,1683-1725, Jorion, P., Yu, F.
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An event study analysis of the economic impact of it operational risk and its subcategories
2011 Journal of the Association for Information Systems,12,9,606-631, Goldstein, J., Benaroch, M.
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Aggregation issues in operational risk
2008 Journal of Operational Risk,3,3,3-23, Giacometti, R., Rachev, S., Bertocchi, M.
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The dynamics of operational loss clustering
2008 Journal of Banking & Finance,32,12,2655-2666, Yildirim, Y.
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Heavy-tailed distributional model for operational losses
2007 Journal of Operational Risk,2,1,55-90, Giacometti, R., Rachev, S., Bertocchi, M., Consigli, G.
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Modelling catastrophe claims with left-truncated severity distributions
2006 Computational Statistics,21,3-4,537-555, Burnecki, K., Weron, R., Truck, S., Rachev, S.
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A note on the estimation of the frequency and severity distribution of operational losses
2006 Mathematical Scientist, The,30,2,87-97, Menn, C., Truck, S., Rachev, S.
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Applying robust methods to operational risk modeling
2006 Journal of Operational Risk,1,1,27-41, Rachev, S.
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Treatment of missing data in the field of operational risk: the impacts on parameter estimates, EL, VaR, and CVaR figures
2005 Operational Risk,6,6,28-34, Moscadelli, M., Rachev, S.
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Apr 01, 2020
Dean’s Citation For Research
Whitman -
Jun 29, 2015
Best Paper Award
Israel Association for Information Systems (ILAIS) 2015 conference. Best Paper Award for “Operational IT Failures and IT Governance,” (with Michel Benaroch). -
Jan 01, 2015
Textbook Adoption
University College London, UK. My book (Chernobai/Rachev/Fabozzi 2007) was used in 2015 as primary reference in Masters course “Operational Risk Measurement for Financial Institutions.” Department of Computer Science. -
Jan 01, 2012
Guttag Junior Faculty Award
Whitman School of Management, Syracuse University -
Jan 01, 2010
Received - 2009-2010 Laura J. and L. Douglas Meredith Teaching Recognition Award
Syracuse University -
Jan 01, 2009
JP Morgan Chase-Syracuse University Faculty Research Fellow
JP Morgan Chase-Syracuse University -
Jan 01, 2009
Elected as one of The Top 50 Faces of Operational Risk
OpRisk & Compliance magazine -
Jan 01, 2008
FDIC research fellow
FDIC Center for Financial Research -
Jan 01, 2005
Nominated for Outstanding Teaching Assistant Award
UC-Santa Barbara (university-wide)