Search Results - subject:"Operational risk."

Are the largest banking organizations operationally more risky?

Curti, Filippo; Frame, W. Scott; Mihov, Atanas - 2020

Persistent link: https://www.econbiz.de/10012230715

Does Operating Risk Affect Portfolio Risk? Evidence from Insurers' Securities Holding

Chen, Xuanjuan - 2020

This study empirically examines, in the setting of insurance companies, the hypothesis that investors facing more operating risk may behave as if they were more risk averse in investment decisions. Specifically, we study how operating risk from underwriting insurance policies affects insurers'...

Persistent link: https://www.econbiz.de/10012846485

Operational Risk Is More Systemic than You Think : Evidence from U.S. Bank Holding Companies

Berger, Allen N. - 2020

While operational risk is generally perceived as idiosyncratic with limited systemic implications, we document that … operational risk significantly threatens financial stability. Using supervisory data on large U.S. bank holding companies (BHCs … financial and economic environments. Results add to the operational risk and systemic risk literatures, and have key policy …

Persistent link: https://www.econbiz.de/10012851908

Modeling multivariate operational losses via copula-based distributions with g-and-h marginals

Bee, Marco; Hambuckers, Julien - 2020

Persistent link: https://www.econbiz.de/10012417238

Asses the Efficiency of Operational Risk Management in Russian Banks

Abu-Alrop, Jalal Hafeth - 2020

This study examines the efficiency of operational risk management of 85 Russian commercial banks during the period 2008 …—2017. This study uses data envelopment analysis (DEA) with financial ratios to assess the efficiency of operational risk … management. The study adopts the basic indicator approach (BIA) to measuring operational risk. Also, the study adopts net …

Persistent link: https://www.econbiz.de/10012824050

Evergreening and Operational Risk Under Price Competition

Bala, Ram; Kunnumkal, Sumit; Sohoni, Milind G. - 2020

"Evergreening" is a strategy wherein an innovative pharmaceutical fi rm introduces an upgrade of its current product when the patent on this product expires. The upgrade is introduced with a new patent and is designed to counter competition from generic manufacturers that seek to imitate the...

Persistent link: https://www.econbiz.de/10014038034

Industrial Strengths : Operational Risk and Banks

Mainelli, Michael - 2020

banks can learn much from industry about managing operational risk. In order to manage operational risk, industry has … risk; link operational risk to external prices via an enterprise risk/reward management system; and establish measures to … charges. Industry has at least three lessons to teach banks - use activity-based costing variances to quantify operational …

Persistent link: https://www.econbiz.de/10014349077

Benchmarking operational risk stress testing models

Curti, Filippo; Migueis, Marco; Stewart, Robert T. - In: The journal of operational risk 15 (2020) 2, pp. 27-42

Persistent link: https://www.econbiz.de/10013177363

Is there anybody out there? : detecting operational outages from Large Value Transfer System transaction data

Arjani, Neville; Heijmans, Ronald - In: The journal of financial market infrastructures 8 (2020) 4, pp. 23-41

Persistent link: https://www.econbiz.de/10012644024

Impact of vertical pay dispersion on operational risk in banks

Wang, Chengyuan; Shen, Jie; Wang, Qiong; Luo, Biao - In: Applied economics letters 27 (2020) 21, pp. 1718-1721

Persistent link: https://www.econbiz.de/10012315774