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Die Behandlung der operationellen Risiken nach Basel II: Ein Anreiz zur Verbesserung des Risikomanagements?
Rünger, Petra; Walther, Ursula - 2004
Risikomanagement der operationellen Risiken dürfte in Zukunft ein entscheidender Wettbewerbsfaktor sein. Im Rahmen der Neuregelung der … bankaufsichtsrechtlichen Vorgaben gemäß Basel II werden sowohl eine Eigenkapitalunterlegung als auch qualitative Vorgaben zum Risikomanagement … dieser Risikoklasse neu eingeführt. Erklärtes Ziel ist es, Anreize für ein verbessertes Risikomanagement zu setzen. Die …
Persistent link: https://www.econbiz.de/10010305656
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Operational risk mangement and implications for bank's economic capital - a case study
Chalupka, Radovan; Teplý, Petr - 2008
In this paper we review the actual operational data of an anonymous Central European Bank, using two approaches …
Persistent link: https://www.econbiz.de/10010322249
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Value at risk, bank equity and credit risk
Broll, Udo; Wahl, Jack E. - 2003
We study the implications of the value at risk concept for the bank's optimum amount of equity capital under credit … managerial and market factors. Furthermore, the bank's equity and asset/liability management has to be addressed simultaneously … by bank managers. …
Persistent link: https://www.econbiz.de/10010305454
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Operational risk - scenario analysis
Rippel, Milan; Teplý, Petr - 2008
bank is analyzed using several approaches. Multiple statistical concepts such as the Loss Distribution Approach or the …
Persistent link: https://www.econbiz.de/10010322209
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Idiosyncratic viral loss theory: Systemic operational losses in banks
Velez, Sophia Beckett - In: Journal of Risk and Financial Management 14 (2021) 2, pp. 1-13
reduce significant idiosyncratic operational losses. A systemic risk event that leads to significant losses in a bank holding … external events are defined by the Basel Committee on Banking Supervision as operational risk losses; these losses … the use of a qualitative e-Delphi study, 10 banking finance experts were convened to build consensus on effective risk …
Persistent link: https://www.econbiz.de/10012611639
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Deconstructing risk factors for predicting risk assessment in supply chains using machine learning
Burstein, Guy; Zuckerman, Inon - In: Journal of Risk and Financial Management 16 (2023) 2, pp. 1-16
Risk management is an ongoing process that includes several stages of mapping and identification, analysis, and evaluation, planning, and implementation to reduce risks and ensure ongoing control. Risk management along the supply chains has become more significant in recent years due to an...
Persistent link: https://www.econbiz.de/10014332844
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Operational Risk, Translation, and Globalization
Czarniawska, Barbara - In: Contemporary Economics 6 (2012) 2, pp. 26-39
This paper compares a translation of a global (more specifically, European) regulation into two local contexts, setting this process in a broader context of the all-pervading risk management. The two countries are Sweden and Poland, both relatively untouched by the current financial crisis, and...
Persistent link: https://www.econbiz.de/10010436039
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Operational risk management in financial institutions: A literature review
Pakhchanyan, Suren - In: International Journal of Financial Studies 4 (2016) 4, pp. 1-21
Following the three-pillar structure of the Basel II/III framework, the article categorises and surveys 279 academic papers on operational risk in financial institutions, covering the period from 1998 to 2014. In doing so, different lines of both theoretical and empirical directions for research...
Persistent link: https://www.econbiz.de/10011709020
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Operational disruption and the Hungarian real time gross settlement system (VIBER)
Lublóy, Ágnes; Tanai, Eszter - 2008
Central bankers wish to ensure worldwide that large-value transfer systems, as a component of the key market infrastructure, exhibit sufficiently robust levels of operational resilience. We focus on the operational resilience of the Hungarian real time gross settlement system, known as VIBER....
Persistent link: https://www.econbiz.de/10010322389
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Risk Modelling and Management: An Overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael; … - 2013
The papers in this special issue of Mathematics and Computers in Simulation are substantially revised versions of the papers that were presented at the 2011 Madrid International Conference on “Risk Modelling and Management” (RMM2011). The papers cover the following topics: currency hedging...
Persistent link: https://www.econbiz.de/10010326135