Search Results - subject_exact:"Operational risk"

Insuring algorithmic operations : liability risk, pricing, and risk control

Liu, Zhiyong John; Park, Jin; Wang, Mengying; Wen, He - 2026

Businesses increasingly rely on algorithmic systems and machine learning models to make operational decisions about customers, employees, and counterparties. These "algorithmic operations" can improve efficiency but also concentrate liability in a small number of technically complex, drifting...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614146

Systemic operational risk in Morocco's banking sector : an empirical analysis using panel VAR

El Khadi, Kawtar; Firano, Zakaria - 2026

This study examines the systemic operational risk in Morocco's banking sector using a Panel VAR model based on data from three banks over ten years. The model includes real GDP, interbank rate (TMP), and bank credit, alongside indicators of operational, credit, and liquidity risks. The Impulse...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015591384

A liquidity black hole : what is the impact of a failing participant in a large value payment system and does time matter?

Heijmans, Ronald; Woerd, Ellen van der - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015406611

Uncertainty reduction in operational risk management process

Burstein, Guy; Zuckerman, Inon - 2024

This paper proposes a new framework to reduce the variance and uncertainty in the risk assessment process. Today, this process is susceptible to background noise from sources of human factor biases and erroneous measurements. Our new framework consists of deconstructing the likelihood of failure...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014636602

Cyber mapping as a tool for monitoring cyber risk

Poljšak, Borut - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015127233

Operational risk management in e-commerce : a platform perspective

Tabares Urrea, Natalia; Vishkaei, Behzad Maleki; De … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015407713

Product market competition and stock price crash risk : evidence from China

Ma, Yunbiao; Yang, Xiaotong; Zhang, Yuan; Zhu, Bing - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015399537

The paradox of cyber risk controls : an empirical analysis of readiness and protection inefficiencies in Thailand's financial sector

Sringam, Artid; Wuttidittachotti, Pongpisit - 2026

As Thailand's financial sector accelerates its digital transformation, cybersecurity has transitioned from a mere technical support function to a strategic imperative that governs operational risk and financial stability. This study empirically examines the efficacy of cyber risk controls and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611403

Sustainable and safe last-mile delivery : a multi-objective truck-drone matheuristic

Mahmoodi, Armin; Davoodi, Mehdi; Easa, Said M.; Sajadi, … - 2026

Background: The rapid growth of e-commerce has intensified the need for last-mile delivery systems that can navigate urban congestion while minimizing environmental impact. Hybrid truck-drone networks offer a promising solution by combining heavy-duty ground transport with aerial flexibility;...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612340

The hierarchy of critical participants : a clustering approach utilising network-based indicators for payment systems

Glowka, Marc; Müller, Alexander; Weber, Anne - 2026

Identifying critical participants is important for central banks as operators and overseers of payment systems. The binary decision about criticality is not evident, as there are no common criteria that define it. This paper introduces a novel approach using the example of TARGET2 for tackling...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643994

Operational risk framework and Standardised Measurement Approach (SMA)

Fabris, Paolo; Leoni, Alessandro; Marfella, Ilaria - 2023

On December 2017, the Basel Committee published the "Basel III: Finalising post-crisis reforms" (also known as Basel IV) that introduces the Standardised Measurement Approach (SMA) to define the Pillar I operational risk capital requirement that is foreseen to entry into force on the 1st of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014492037

Deconstructing risk factors for predicting risk assessment in supply chains using machine learning

Burstein, Guy; Zuckerman, Inon - 2023

Risk management is an ongoing process that includes several stages of mapping and identification, analysis, and evaluation, planning, and implementation to reduce risks and ensure ongoing control. Risk management along the supply chains has become more significant in recent years due to an...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014305954

Analyzing financial risk and profitability in the UAE banking sector

Ibrahim, Mukdad - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014308012

Leading operational risk events for South African banks : a reputational risk perspective

Ferreira-Schenk, Sune - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014288640

Disclosure of liquidity and cash flow statements by Australian superannuation funds before Covid-19

Kent, Pamela; Kent, Richard; McCormack, Robyn; Tarr, … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014302126

The dynamic effect of operational risk and banking stability

Mashayekh, Shahnaz; Taheri, Mandana; Amini, Yasin; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015400737

Navigating uncertainty : the impact of economic policy on corporate data asset allocation

Chen, Rongda; Tao, Kerun; Jin, Chenglu; Zhang, Jiacheng; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015326874

The effectiveness of macroprudential policies in curbing operational risk exposures

Konstantinou, Panagiotis; Rizos, Anastasios; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015422762

Corporate culture and inventory behavior

Hassan, M. Kabir; Karim, M. Sydul; Cole, Matthew L. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015463115

Cybersecurity policy, ESG and operational risk : a virtuous relationship to improve banks' performance

Bruno, Elena; Pistolesi, Francesco; Teti, Emanuele - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015454588

FMIs' management of general business risks and general business losses: further guidance to the PFMI

2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015613869

Operational risks and operational performance : a cross-sectional analysis of deposit money banks

Odesola, Olusegun Timothy; Adebisi, Adedayo Michael - 2025

This study examines the influence of operational risks (ORs) on the operational performance of deposit money banks (DMBs) in Nigeria, focusing on six dimensions: people-caused, internal process-caused, system-caused, damage to physical assets, external events and legal-caused operational risks...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015554165

Operational risk : new standard approach and impacts on banks

Giliberto, Camillo - 2025

In the increasingly complex and dynamic financial landscape, managing operational risks poses a crucial challenge for financial institutions. Evolving regulations, the rise of cyber threats, and growing stakeholder expectations make a rigorous and systematic approach to quantifying and managing...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015589428

Iterative demand optimization using the discrete functional particle method

Drin, Svitlana; Avdieienko, Ivan; Chornei, Ruslan - 2025

Modern companies face immense pressure to accelerate and refine decisions related to product assortment due to rapid changes and growing competition in the retail landscape. The volume, velocity, and volatility of business data make intuitive or situational approaches insufficient. Advances in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015589813

Analyzing operational risks of digital supply chain transformation using hybrid ISM-MICMAC method

Hasani, Aliakbar; Haseli, Gholamreza; Deveci, Muhammet - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015532905

A copula-based data augmentation strategy for the sensitivity analysis of extreme operational losses

Chokami, A. Khorrami; Rabitti, G. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015534156

Novel mitigators of hedge fund managers' fraud

Muhtaseb, Majed Rajab - 2025

This article aims to contribute to the limited pool of solutions designed to deter or mitigate hedge fund manager fraud and reduce the associated costs to investors and other hedge fund industry stakeholders. The methodology involves presenting three hedge fund indsutry fraud cases, focusing on...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015515628

Joint risk-based maintenance strategy and integrated monitoring approach for manufacturing system operational process considering workpiece quality

Liao, Ruoyu; He, Yihai; Xie, Min; Cao, Haibin; Guo, Hanjun - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015202275

The impact of business environment on corporate default risk : evidence from China

Liu, Jianxiang; Yi, WenYu - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329469

Operational risk stress testing : challenges and approaches

Grimwarde, Michael - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015449968

The impact of FinTech on reshaping the financial landscape : a perspective

Crouhy, Michel; Galai, Dan; Mark, Robert - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015450462

Operational risk, capital regulation and model risk

Stewart, Robert - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015461378

The role of banks’ digital transformation in operational risk management : evidence from China

Dai, Wanrui; Song, Liangrong - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015461404

A multiplier approach for nonparametric estimation of the extreme quantiles of compound frequency distributions

Raubenheimer, Helgard; De Wet, Tertius; Pretorius, Charl; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015461410

Unveiling the hidden risks of government subsidy reliance : evidence from stock price crashes

Ur Rehman, Obaid; Wu, Kai; Xue, Jiao - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015461422

Bank entry barriers and firms' tisk-taking

Basu, Sudipta; Kaviani, Mahsa S.; Malek, Hosein - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015637343

The information value of past losses in operational risk

Curti, Filippo; Migueis, Marco - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014490088

Show 3 more versions 3

The information value of past losses in operational risk

Curti, Filippo; Migueis, Marco - 2022

Book / Working Paper

The Information Value of Past Losses in Operational Risk

Curti, Filippo; Migueis, Marco - 2023

Book / Working Paper

The Information Value of Past Losses in Operational Risk

Curti, Filippo - 2019

Book / Working Paper

Sustainable development of entrepreneurship through operational risk management : the role of corporate social responsibility

Karlibaeva, Raya; Volokhina, Vera A.; Gureeva, Elena A.; … - 2024

: The goal of this paper was to study the role of corporate social responsibility (by the examaple of responsible HRM) in the sustainable development of entrepreneurship through operational risk management. The correlation analysis method was used to find a close connection between the number of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015063672

Enhancing operational risk management in the Mauritian banking sector : a structured approach

Ramdani, Lovena; Abbana, Sharanam; Marimuthu, Ferina - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014631816

Operational risk disclosure quality and national culture : evidence from the E.U. Banking industry

Basto, Florence Pinto; Marques, Ana - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015065811

Platform vs. 3PL financing : strategic choice of lending model for an e-tailer under operational risk

Rath, Sambit Brata; Basu, Preetam; Govindan, Kannan; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015078318

Hedging effectiveness on the MISO exchange

Jones, Kevin - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014484583

Enterprise risk management: how do firms integrate cyber risk?

Romanosky, Sasha; Sayers, Elizabeth L. Petrun - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014465575

The impact of digitalization on operational risk : an organizational information processing perspective

Yin, Qiaoyi; Song, Dian; Lai, Fujun; Guo, Hangfei - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015126995

Show one more version 1

The Impact of Digitalization on Operational Risk : An Organizational Information Processing Perspective

Yin, Qiaoyi; Lai, Fujun; Song, Dian - 2023

Book / Working Paper

Assessing the impact of taxation on the effective tax rate and operational risk of capital investment projects under optimal capital structures

Paquin, Jean-Paul; Racicot, François-Éric; Koplyay, Tamas - 2024

This paper proposes two metrics to correctly measure under optimal capital structures the impact of corporate statutory tax rates (a) on the effective tax rate, and (b) on the operational risk of capital investment projects and their parent firm's project portfolio. For illustrative and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015211040