The Federal Reserve's Comprehensive Capital Analysis and Review (CCAR) requires large bank holding companies (BHCs) to … median bank range from the 90th percentile to above the 99th percentile of the operational loss distribution …

Operational risk constitutes a large portion of a bank’s risk exposure. Unlike other financial risks, operational risk … is classified as a pure risk (only an opportunity of a loss), as it always leads to a financial loss for a bank. The … several banks and other financial institutions. Operational risk has the possibility to lead to other bank risk and to …

The Basel Committee on Banking Supervision from the Bank for International Settlement classifies banking risks into … operational risk of an Iranian private bank. The results are quite reasonable, comparing the scale of bank and other risk …

heavy-tailed and insufficient loss data. To address these issues, we propose a loss scaling method to combine a bank …'s internal loss data with external loss data of other banks. Using supervisory operational loss data from large U.S. bank holding … companies, we find that the severity of tail losses is related to bank size, while smaller losses are not. Based on this finding …