Similar Search Results

Idiosyncratic viral loss theory : systemic operational losses in banks

Velez, Sophia Beckett - In: Journal of risk and financial management : JRFM 14 (2021) 2/82, 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/10012484192

Bank governance, regulation, supervision, and risk reporting : evidence from operational risk disclosures in European banks

Barakat, Ahmed; Hussainey, Khaled - In: International review of financial analysis 30 (2013), pp. 254-273

Persistent link: https://www.econbiz.de/10010461552

Operational risk capital

Conlon, Thomas; Huan, Xing; Ongena, Steven - 2020

In a setting where private information goes public for the first time, we study the real effects of the Basel II Accord requiring banks to calculate operational risk capital, and disclose qualitative and quantitative information. Using a difference-in-differences setup featuring partial US...

Persistent link: https://www.econbiz.de/10012418359