Search Results - subject:"Operational risk."

Operational resilience disclosures by banks: analysis of annual reports

Leo, Martin - In: Risks : open access journal 8 (2020) 4/128, pp. 1-15

An array of developments impacting the financial services industry, such as increasing complexity, interconnectedness, third party dependencies and digitalization, means operational resilience will remain a significant area of concern for policy makers, investors and customers. The purpose of...

Persistent link: https://www.econbiz.de/10012391018

A multivariate Mmdel to quantify and mitigate cybersecurity risk

Bentley, Mark; Stephenson, Alec; Toscas, Peter; Zhu, Zili - In: Risks : open access journal 8 (2020) 2/61, pp. 1-20

The cost of cybersecurity incidents is large and growing. However, conventional methods for measuring loss and choosing mitigation strategies use simplifying assumptions and are often not supported by cyber attack data. In this paper, we present a multivariate model for different, dependent...

Persistent link: https://www.econbiz.de/10012292946

Is there anybody out there? : detecting operational outages from LVTS transaction data

Arjani, Neville; Heijmans, Ronald - 2020

Persistent link: https://www.econbiz.de/10012204580

Operational risk of customer participation : reduce it or accommodate it?

Lee, Namkyung; Lee, Sangjoon - 2025

Persistent link: https://www.econbiz.de/10015373284

Data driven operational risk management

Chung, Sai Ho (ed.); Wallace, Stein W. (ed.); Wen, Xin (ed.) - 2025

Persistent link: https://www.econbiz.de/10015399692

A conceptual model of operational risk events in the banking sector

Ferreira, Suné; Dickason Koekemoer, Zandri - In: Cogent economics & finance 7 (2019) 1, pp. 1-18

Operational risk constitutes a large portion of a bank’s risk exposure. Unlike other financial risks, operational risk … failure to mitigate and manage operational risk effectively during past operational risk events has led to the demise of … several banks and other financial institutions. Operational risk has the possibility to lead to other bank risk and to …

Persistent link: https://www.econbiz.de/10014233145

Risks management and bank performance : the empirical evidences from Indonesian conventional and Islamic banks

Saiful; Ayu, Dea Puspita - In: International journal of economics and financial issues … 9 (2019) 4, pp. 90-94

Persistent link: https://www.econbiz.de/10012150118

Practice oriented and Monte Carlo based estimation of the value-at-risk for operational risk measurement

Greselin, Francesca; Piacenza, Fabio; Zitikis, Ričardas - In: Risks : open access journal 7 (2019) 2/50, pp. 1-20

acceptable threshold. Our research is of primary interest to practitioners working in the area of operational risk measurement … lines of EU Regulation 575/2013. The Monte Carlo error for the operational risk measure is here assessed on the basis of the …

Persistent link: https://www.econbiz.de/10012019128

Credit risk and operational risk on financial performance of universal banks in Ghana : a partial least squared structural equation model (PLS SEM) approach

Gadzo, Samuel Gameli; Kportorgbi, Holy Kwabla; Gatsi, … - In: Cogent economics & finance 7 (2019) 1, pp. 1-16

the financial system as a whole. This study assessed the effect of credit and operational risk on the financial … theory. It was also found that operational risk influences the financial performance of the universal banks in Ghana … income ratio and liquidity) significantly influence credit risk, operational risk as well as the financial performance of the …

Persistent link: https://www.econbiz.de/10012023369

A structural equation model of reputational risk in South Africa

Ferreira, SJ; Redda, E.; Dunga, SH - In: Cogent economics & finance 7 (2019) 1, pp. 1-15

in banks. Operational risk events, behavioural finance biases and depositors level of risk tolerance were found to … influence reputational risk. These empirical findings will help banks to profile depositor behaviour during operational risk …

Persistent link: https://www.econbiz.de/10012024024