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Practical Calculation of Expected and Unexpected Losses in Operational Risk by Simulation Methods
Enrique, Navarrete - Volkswirtschaftliche Fakultät, … - 2006
This paper explores the difficulties involved in quantitative measurement of operational risk and proposes simulation …
Persistent link: https://www.econbiz.de/10005836371
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Data Scaling for Operational Risk Modelling
Na, H.S.; Couto Miranda, L.; Berg, J. van den; Leipoldt, M. - Erasmus Research Institute of Management (ERIM), ERIM … - 2006
In 2004, the Basel Committee on Banking Supervision defined Operational Risk (OR) as the risk of loss resulting from … since financial institutions have to quantify their exposures towards OR events. One of the major topics related to loss …
Persistent link: https://www.econbiz.de/10005288846
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Data Scaling for Operational Risk Modelling
Na, H.S.; Couto Miranda, L.; van den Berg, van den Berg, J. - Erasmus Research Institute of Management (ERIM), … - 2006
In 2004, the Basel Committee on Banking Supervision defined Operational Risk (OR) as the risk of loss resulting from … since financial institutions have to quantify their exposures towards OR events. One of the major topics related to loss …
Persistent link: https://www.econbiz.de/10010731326
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Off balance sheet financial instruments : maximizing profitability and managing risk in financial services
Chorafas, Dimitris N.; Steinmann, Heinrich - 1994
Persistent link: https://www.econbiz.de/10004568317
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Loss risk through fraud in car insurance
Ayuso, Mercedes; Guillen, Montserrat; Bolancé, Catalina - Xarxa de Referència en Economia Aplicada (XREAP) - 2011
detection policy on the insurer's results account, quantifying the loss risk from the perspective of claims auditing. From the … investigation. We have chosen VAR as the risk measure with a non-parametric estimation of the loss risk involved in the detection or … non-detection of fraudulent claims. The most relevant conclusion is that auditing claims reduces loss risk in the …
Persistent link: https://www.econbiz.de/10010614908
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Determination of bank risk indicators and macroeconomic conditions in Venezuela (1997-2009)
Santafé, Yasmin Briceño; Merli, Giampaolo Orlandoni - In: Economía 37 (2012) 34, pp. 55-88
Venezuelan commercial and universal banks, as many banks in the rest of the world, are exposed to financial risks (credit risk, liquidity risk) and to operational risks. In this paper, the main relationships between the risks factors faced by banks and relevant economic variables are analysed,...
Persistent link: https://www.econbiz.de/10010781863
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Oversight Note on Credit Risk Management Title: Nota de supervisión sobre la gestión del riesgo crediticio
Soriano, Alejandro - Inter-American Development Bank - 2011
This evaluation examines IDB's management of credit risk of Non-Sovereign Guaranteed Operations. Although the IDB is not subject to the Principles for the Management of Credit Risk issued by the Basel Committee for Banking Supervision, these principles have been used as guidelines for this...
Persistent link: https://www.econbiz.de/10010673321
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Shortfall-risk-basierte Portfolio-Strategien : Grundlagen, Anwendungen, Algorithmen
Kaduff, Jochen Volker - 1996
Persistent link: https://www.econbiz.de/10004310203
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Core transformations and related operational risks in retail banking: engaging for success in complex IT transformations
Stüve, Jan - In: Journal of Financial Transformation 37 (2013), pp. 16-24
In this paper, we focus on the technology side of transformation programs, specifically for retail banking. We do not cover organizational or strategic business aspects, which may be the trigger for such transformations. We do assume that a decision on consolidating or replacing core banking...
Persistent link: https://www.econbiz.de/10010991652