The frequency and severity of operational losses: a cross-country comparison
We examine the proposition that cross-country differences in the factors determining the frequency and severity of operational losses lead to cross-country differences in the distribution and incidence of operational loss events in terms of frequency and severity. For this purpose, we consider 4388 operational loss events covering 11 countries or country groups. The results reveal differences with respect to the type of loss events prevailing in each country or country group as well as differences with respect to the dominance of events of certain type in a particular business line and corporate entity type.
Year of publication: |
2013
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Authors: | Moosa, Imad ; Li, Larry |
Published in: |
Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 20.2013, 2, p. 167-172
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Publisher: |
Taylor & Francis Journals |
Saved in:
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