Showing 1 - 10 of 76
, our data from a very large US bank show that this bank could suffer, on average, more than four major losses a year. This … bank had seven losses exceeding hundreds of millions of dollars over its 52 documented losses of more than $1 million … characteristic exponent is 0.95 ≤ ≤ 1) shows that this bank can fear extreme operational losses ranging from $1 billion to $11 …
Persistent link: https://www.econbiz.de/10013147401
Credit risk is the major challenge for risk managers and market regulators. Banks, regulators and central banks do not agree on how to measure credit risk and, more particularly, on how to compute the optimal capital that is necessary for protecting the different partners that share this risk....
Persistent link: https://www.econbiz.de/10012737876
Persistent link: https://www.econbiz.de/10012033305
Persistent link: https://www.econbiz.de/10014472975
Persistent link: https://www.econbiz.de/10014496304
Persistent link: https://www.econbiz.de/10014416174
Persistent link: https://www.econbiz.de/10014417876
Persistent link: https://www.econbiz.de/10014583388
Persistent link: https://www.econbiz.de/10003742548
Persistent link: https://www.econbiz.de/10003852379