Search Results - subject:"Operational risk."

Empirically assessing and modeling spillover effects from operational risk events in the insurance industry

Eckert, Christian; Gatzert, Nadine; Heidinger, Dinah - In: Insurance / Mathematics & economics 93 (2020), pp. 72-83

Persistent link: https://www.econbiz.de/10012294063

Connecting senior managers and certification regime requirements with operational risk

Villiers Getz, Liezl de - In: Journal of securities operations & custody 12 (2020) 3, pp. 207-218

Persistent link: https://www.econbiz.de/10012294577

Foreign exchange manipulation and the equity returns of global banks

Akhigbe, Aigbe; Balasubramnian, Bhanu; Whyte, Ann Marie - In: Journal of financial services research 57 (2020) 2, pp. 207-230

Persistent link: https://www.econbiz.de/10012228504

Quantifying and stress testing operational risk with peer banks' data

Abdymomunov, Azamat; Curti, Filippo - In: Journal of financial services research 57 (2020) 3, pp. 287-313

Persistent link: https://www.econbiz.de/10012228510

Regulatory Arbitrage in the Use of Insurance in the New Standardized Approach for Operational Risk Capital

Migueis, Marco - 2020

Basel's new standardized approach (SA) for operational risk capital may allow for regulatory arbitrage through the use …

Persistent link: https://www.econbiz.de/10014094547

THE CAPITAL REQUIREMENTS FOR FINANCIAL INSTITUTIONS IN THE CONTEXT OF BASEL II

Anghelache, Gabriela Victoria; Olteanu, Ana Cornelia; … - In: Annales Universitatis Apulensis Series Oeconomica 1 (2009) 11, pp. 40-40

an introduction where we explain the basiceffects of the operational risk. Then we continue with the operational risk … Romanian market and stated the most important benefits that are derived fromquantification of operational risk and how to …

Persistent link: https://www.econbiz.de/10008497421

Models for risk aggregation and sensitivity analysis : an application to bank economic capital

Inanoglu, Hulusi; Jacobs, Michael - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 118-189

A challenge in enterprise risk measurement for diversified financial institutions is developing a coherent approach to aggregating different risk types. This has been motivated by rapid financial innovation, developments in supervisory standards (Basel 2) and recent financial turmoil. The main...

Persistent link: https://www.econbiz.de/10011556126

Model Risk - From Epistemology to Management. Ipse se nihil scire id unum sciat. (Socrates' Plato)

Hassani, Bertrand K - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2015

by the lastest EBA paper related to Advanced Measurement Approach (AMA) for Operational Risk Capital calculation). Though …

Persistent link: https://www.econbiz.de/10011268209

Revisions to the simpler approaches to operational risk: the need for enhanced disclosures and risk sensitive measures

Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2015

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 …

Persistent link: https://www.econbiz.de/10011122282

Operational Risk in the Health Sector in Colombia

Franco-Arbeláez, Luis Ceferino; Franco-Ceballos, Luis … - Volkswirtschaftliche Fakultät, … - 2015

according to the respective resolutions of the Ministry of Social Protection of Colombia, the operational risk in the social …

Persistent link: https://www.econbiz.de/10011210487