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OPERATIONAL RISK ANALYSIS OF INDUSTRIAL SMALL AND MEDIUM ENTERPRISES
Restrepo, Jorge A.; Díaz, Jairo Angel; Ocampo, Juan Esteban - In: Global Journal of Business Research 8 (2014) 2, pp. 65-80
Chemicals Industry for the period 2000-2009. The model uses an Analytical Hierarchy Process (AHP), a multicriterio technique, to …
Persistent link: https://www.econbiz.de/10011205777
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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
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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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Using a time series approach to correct serial correlation in Operational Risk capital calculation.
Guegan, Dominique; Hassani, Bertrand K. - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2012
The advanced measurement approach requires financial institutions to develop internal models to evaluate regulatory capital. Traditionally, the loss distribution approach (LDA) is used, mixing frequencies and severities to build a loss distribution function (LDF). This distribution represents...
Persistent link: https://www.econbiz.de/10010747039
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A Bayesian Networks approach to Operational Risk
Aquaro, V.; Bardoscia, M.; Bellotti, R.; Consiglio, A.; … - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 8, pp. 1721-1728
A system for Operational Risk management based on the computational paradigm of Bayesian Networks is presented. The algorithm allows the construction of a Bayesian Network targeted for each bank and takes into account in a simple and realistic way the correlations among different processes of...
Persistent link: https://www.econbiz.de/10010590746
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An Autocorrelated Loss Distribution Approach: back to the time series.
Guegan, Dominique; Hassani, Bertrand K. - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2012
The Advanced Measurement Approach requires financial institutions to develop internal models to evaluate regulatory capital. Traditionally, the Loss Distribution Approach (LDA) is used mixing frequencies and severities to build a Loss Distribution Function (LDF). This distribution represents...
Persistent link: https://www.econbiz.de/10010711861
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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
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Good Practices to Manage Operational Risk in Financial Institutions
Delfiner, Miguel; Mangialavori, Ana; Pailhé, Cristina - In: Ensayos Económicos 1 (2007) 47, pp. 93-125
The Basel Committee on Banking Supervision (BCBS) defined operational risk (OR) as the risk of losses resulting from the inadequacy or failures in the internal processes, people and systems, or from external events. This definition includes the legal risk but excludes strategic and reputational...
Persistent link: https://www.econbiz.de/10010849654
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Operational risk: Emerging markets, sectors and measurement
Mitra, Sovan; Karathanasopoulos, Andreas; Sermpinis, … - In: European Journal of Operational Research 241 (2015) 1, pp. 122-132
The role of decision support systems in mitigating operational risks in firms is well established. However, there is a 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...
Persistent link: https://www.econbiz.de/10010939785
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Information Security Aspect of Operational Risk Management
Janusz, Zawiła-Niedźwiecki; Maciej, Byczkowski - In: Foundations of Management 1 (2009) 2, pp. 45-60
Improving organization means on the one hand searching for adequate product (service) matched to the market, on the other hand shaping the ability to react on risks caused by that activity. The second should consist of identifying and estimating types of risk, and consequently creating solutions...
Persistent link: https://www.econbiz.de/10011009063