Search Results - subject:"Operational risk."

Operational risk management in financial institutions : an overview

Aloqab, Abdullah; Alobaidi, Farouk; Raweh, Bassam - In: Business and Economic Research : BER 8 (2018) 2, pp. 11-32

Persistent link: https://www.econbiz.de/10011861751

Active management of pperational risk in the regimes of the "unknown" : what can machine learning or heuristics deliver?

Milkau, Udo; Bott, Jürgen - In: Risks : open access journal 6 (2018) 2, pp. 1-16

Advanced machine learning has achieved extraordinary success in recent years. “Active” operational risk beyond ex post … regime of the “known,” heuristics typically provide better results for an active operational risk management (in the sense of …

Persistent link: https://www.econbiz.de/10011866399

The cascade Bayesian approach : prior transformation for a controlled integration of internal data, external data and scenarios

Hassani, Bertrand; Renaudin, Alexis - In: Risks : open access journal 6 (2018) 2, pp. 1-17

advanced measurement approach (AMA) must use four different sources of information to assess their operational risk capital … the severity distribution that are selected to represent the operational risk event types. …

Persistent link: https://www.econbiz.de/10011866503

Regulating and supervising the clouds : emerging prudential approaches for insurance companies

Crisanto, Juan Carlos; Donaldson, Conor; Garcia Ocampo, … - 2018

Persistent link: https://www.econbiz.de/10012201792

Benchmarking operational risk stress testing models

Curti, Filippo; Migueis, Marco; Stewart, Robert T. - 2018

The Federal Reserve's Comprehensive Capital Analysis and Review (CCAR) requires large bank holding companies (BHCs) to project losses under stress scenarios. In this paper, we propose multiple benchmarks for operational loss projections and document the industry distribution relative to these...

Persistent link: https://www.econbiz.de/10012181176

Impact of climate change risks on equity capital : evidence-based on Chinese markets

Yue, Xiaotong; Kong, Xiaoran; Zhao, Qiuyun; Ho, Kung-Cheng - In: Pacific-Basin finance journal 88 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015324462

Composite Tukey-type distributions with application to operational risk management

Möstel, Linda; Fischer, Matthias; Pfeuffer, Marius - In: The journal of operational risk 19 (2024) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10014490209

Semi-nonparametric estimation of operational risk capital with extreme loss events

Chen, Heng Z.; Cosslett, Stephen R. - In: The journal of operational risk 19 (2024) 1, pp. 51-86

Persistent link: https://www.econbiz.de/10014490229

Exacerbation or suppression? : digital transformation and shadow banking activities of non-financial firms

Zhao, Xiaoqing; Yao, Chen - In: Finance research letters 61 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014490645

Banking competition and digital transformation

Bai, Zonghang; Ban, Yuanhao; Hu, Haifeng - In: Finance research letters 61 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014491047