Internal models of operational risk are all built based on the same guidelines provided by the regulators. However, we … discuss the relative importance of the main drivers and modeling choices of the operational risk capital charge. Many studies … of analytical models for operational risk in order to assess the relative importance of all parameters of the model. In …

This study aims to measure the degree of operational risk disclosure and examine its impact on operating cash flow of … 2009-2013. The authors conduct the content analysis of the annual reports to measure the degree of the operational risk … disclosure. In addition, they use the panel data regressions to analyze the impact of the operational risk disclosure on the …

Operational risk models, such as the loss distribution approach, frequently use past internal losses to forecast …

The 2004 Basel II accord requires internationally active banks to hold regulatory capital for operational risk, and the … Federal Reserve's Comprehensive Capital Analysis and Review (CCAR) requires banks to project operational risk losses under … stressed scenarios. As a result, banks subject to these rules have measured and managed operational risk more rigorously. But …

crucial. As such, the risks introduced by the use of information systems play a significant role in the operational risk. The … approach to risk within the banking industry as the operational risk was included for the first time. A new framework, Basel … management and supervision of operational risk upon the information systems area. …

important types of financial risk: systemic and operational risk. Systemic risk is assessed based on the interconnectedness of … financial institutions and using a hierarchical model. For operational risk management, we develop a flexible dependence model. …