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of the Extreme Value Theory (EVT) to evaluate the corresponding capital allocation. In this paper, we highlight the …
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After more than a decade of existence, crypto-currencies may now be considered an important class of assets presenting some unique appealing characteristics but also sharing some features with real financial assets. This paper provides a comprehensive statistical analysis of the six most...
Persistent link: https://www.econbiz.de/10012611443
After more than a decade of existence, crypto-currencies may now be considered an important class of assets presenting some unique appealing characteristics but also sharing some features with real financial assets. This paper provides a comprehensive statistical analysis of the six most...
Persistent link: https://www.econbiz.de/10012386865
The goal of this paper is to point out the current situation in the banking sector related to its risks (credit risk, market risk, liquidity risk, concentration risk) with a special emphasis on today's one of the major types of banking risk, the operational risk. This phrase contains the risks...
Persistent link: https://www.econbiz.de/10011920349
Banks give great attention to identifying the risks of adopting FinTech and the extent of its negative impact on their business. This study aims to explore the relationship between the risks of adopting FinTech in banks and their impact on performance, where the balanced scorecard was used to...
Persistent link: https://www.econbiz.de/10014527853
This research study had two distinct objectives. The first objective was to determine in which areas in South African banks the most severe operational risk losses are likely to occur (based on the Basel II seven loss event types and eight business lines). Severity was assessed based on single...
Persistent link: https://www.econbiz.de/10009457798