damage on average. Numerical experiments suggest the dependence aspect is important and can alter final risk estimates by as …

economic interactions, certain risks are associated with their implementation. Risk factors were given a particular priority … during the secondary and primary research, while determining the most relevant risk factors of investment project processes … in relation to the B2B market. The risk map for investment project processes was created in line with the relevant …

such policies. A typical industry practice consists of using fund mapping regressions to represent basis risk stemming from …

How can risk of a company be allocated to its divisions and attributed to risk factors? The Euler principle allows for … an economically justified allocation of risk to different divisions. We introduce a method that generalizes the Euler … principle to attribute risk to its driving factors when these factors affect losses in a nonlinear way. The method splits loss …

An empirical study was conducted to determine the impact of different types of risk on the performance management of … independent variables were tested statistically using structural equation modelling (SEM). The results indicated that market risk …, financial risk, and credit risk have a significant impact on the performance of CRAs, whereas operational risk and business risk …

acceptable threshold. Our research is of primary interest to practitioners working in the area of operational risk measurement … risk measures. Naturally, financial analysts and regulators are interested in mitigating sampling errors, as prescribed in … lines of EU Regulation 575/2013. The Monte Carlo error for the operational risk measure is here assessed on the basis of the …

Advanced machine learning has achieved extraordinary success in recent years. “Active” operational risk beyond ex post … regime of the “known,” heuristics typically provide better results for an active operational risk management (in the sense of …

advanced measurement approach (AMA) must use four different sources of information to assess their operational risk capital … the severity distribution that are selected to represent the operational risk event types. …

operational resilience risk. The study initially reviews the regulatory landscape for operational resiliency. The recent annual … annual reports. Further, for policymakers, it highlights the disparity in disclosures around this relatively new area of risk …

tested our proposed methodology by exploring the field of operational risk management (ORM) in banks. Major issues in this … operational risk effectively. …