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Die Behandlung der operationellen Risiken nach Basel II: Ein Anreiz zur Verbesserung des Risikomanagements?

Rünger, Petra; Walther, Ursula - Fakultät Wirtschaftswissenschaften, Technische … - 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/10009207050

Operational risk: Emerging markets, sectors and measurement

Mitra, Sovan; Karathanasopoulos, Andreas; Sermpinis, … - In: European Journal of Operational Research 241 (2015) 1, pp. 122-132

lack of investment in decision support systems in emerging markets, even though inadequate operational risk management is a … key cause of discouraging external investment. This has also been exacerbated by insufficient understanding of operational …

Persistent link: https://www.econbiz.de/10010939785

The New Basel Capital Accord and Questions for Research

Saidenberg, Marc; Schuermann, Til; May - Financial Institutions Center, Wharton School of Business

The New Basel Accord for bank capital regulation is designed to better align regulatory capital to the underlying risks by encouraging better and more systematic risk management practices, especially in the area of credit risk. We provide an overview of the objectives, analytical foundations and...

Persistent link: https://www.econbiz.de/10005742641

The building blocks of complexity: a unified criterion and selected applications in risk management

Seese, D.; Schlottmann, F. - Society for Computational Economics - SCE

The analysis of many complex problems and complex dynamic systems suggests that there are dependencies between high complexity and properties of the underlying structures, as the existence of large grids, non-regularities and inhomogeneous structures and irregular flows of information. These...

Persistent link: https://www.econbiz.de/10005345743

Operational Risk Management using a Fuzzy Logic Inference System

Reveiz, Alejandro; Léon, Carlos - BANCO DE LA REPÚBLICA - 2009

Operational Risk (OR) results from endogenous and exogenous risk factors, as diverse and complex to assess as human resources and technology, which may not be properly measured using traditional quantitative approaches. Engineering has faced the same challenges when designing practical solutions...

Persistent link: https://www.econbiz.de/10005042175

The Operational Risk in the Outlook of the Basel II Accord Implementation

Tinca, Andrei - In: Theoretical and Applied Economics 5(510) (2007) 5(510), pp. 31-34

The financial scandals în the last two decades have determined the Basel Committee to improve the risk controls for banks în general, and for operational risk in particular. Operational risk covers all non-market or credit risk, therefore including management risk, IT and fraud risk. By the...

Persistent link: https://www.econbiz.de/10005087830

Operational risk in Islamic banks: examination of issues

Abdullah, Marliana; Shahimi, Shahida; Ismail, Abdul Ghafar - In: Qualitative Research in Financial Markets 3 (2011) June, pp. 131-151

investment activities of the banks. With regard to measuring operational risk capital charge, the banks have to choose the right …

Persistent link: https://www.econbiz.de/10009188272

Operational risk and its relationship with institution size in the Hungarian banking sector

Homolya, Dániel - In: MNB Bulletin 6 (2011) 2, pp. 7-17

In addition to credit, market and liquidity risk, measuring and managing operational risk (risk associated with people, systems, processes and external events) is a great challenge for banks. In 2010, around HUF 35 billion in operational risk losses were reported in the banking sector overall,...

Persistent link: https://www.econbiz.de/10009224854

Banking credit market in Romania: Basel II impact

OPRITESCU, Marin; Iacobescu, Alina - In: Finante - provocarile viitorului (Finance - Challenges … 1 (2008) 7, pp. 21-30

The Basel II implementation supposes a series of important challenges both for the credit institutions – the adjusting of the risk management and of the data processing system, the training of the personnel, the obtaining of the data bases etc. – and also for the National Bank of Romania –...

Persistent link: https://www.econbiz.de/10008556667

Practical methods for measuring and managing operational risk in the financial sector: a clinical study

Hübner, Georges; Peters, Jean-Philippe - Solvay Brussels School of Economics and Management, … - 2008

This paper analyzes the implications of the advanced measurement approach (AMA) for the assessment of operational risk. Through a clinical case study on a matrix of two selected business lines and two event types of a large financial institution, we develop a procedure that addresses the major...

Persistent link: https://www.econbiz.de/10008590535