collection threshold in operational risk modeling. There are several approaches under consideration --- the empirical approach …

Most of the banks' operational risk internal models are based on loss pooling in risk and business line categories. The … parameters and outputs of operational risk models are sensitive to the pooling of the data and the choice of the risk …

that weaknesses of the simpler approaches to operational risk, were attributed and generated principally from the use of … Gross Income (GI) as a proxy indicator for operational risk exposure.This paper highlights rationales for revisions to the … present framework of approaches to operational risk and why adjustments to the simpler approaches have become necessary …

In measuring its Operational Risk VaR, a bank needs to pay attention when including external data in its analysis … pointed out in Torresetti and Nordio (2014). Based on real operational risk data we will case study alternative mixing models …

analysis approach that can be applied to operational risk qualitative data. A major objective of the paper is to demonstrate … stakeholder, higher management and other targeted segments. Quantitative loss of data fails to capture various operational risk ….This paper shows how operational risk qualitative factors can be addressed quantitatively and risk management information can be …

The study aims to explore internal risk factors that may lead to overall operational risk in Islamic banks and Islamic … Shariah noncompliance risk, people risk, and technological risk. The study contributes to operational risk phenomena and … control mechanism to facilitate managerial decision in maintaining operational risk profile …

operational risk” (issued in March 2016 for comments by 3 June 2016); and closely related Operational risk Capital-at-Risk (OpCar …) model proposed in the Committee consultative document “Operational risk – revisions to the simpler approaches”, October 2014 …;• Incentivized risk taking;• Discarding key sources of Operational risk data;• Possibility of super additive capital under SMA …

Approach (AMA), for operational risk capital with a simple formula referred to as the Standardised Measurement Approach (SMA … issues with closely related operational risk Capital-at-Risk (OpCar) Basel Committee proposed model which is the precursor to … standardization recommendations that could be considered to unify internal modelling of operational risk. The findings and views …