anonymous bank located in Central Europe. We compare the results of our case study with impact studies conducted for Basel II … risk in case of the researched bank. …

research results required it and and the introduction of practical ways to use the results of the thesis in a post-crisis bank … risk management environment. Some of the bank asset portfolios that were investigated in the thesis were generated … more successful in measuring the bank?s credit risk and calculating the required minimum capital charge for the bank. It …

(ALCO) is responsible for managing a bank's assets and liabilities to balance its many risk exposures and thereby help it … management process performed within a bank. The ALCO process is driven by people, processes and technology which, in essence, is … measure and manage operational risk in a bank's ALCO process. A case study was conducted, with the aid of ALCO experts in a …

Measuring, controlling and managing operational risk have played an important role for bank industry endeavors since … Internal Operational Losses Database (IOLD) provided by a medium-sized Spanish savings bank. For this purpose, we calculate …