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Bank Litigation, Bank Performance and Operational Risk : Evidence from the Financial Crisis

McNulty, James E. - 2014

Deposit insurance is a put option that encourages excessive risk taking by banks. Excess litigation against a bank, a … of internal control. We analyze five different measures of bank financial performance and a unique hand-collected data … set on bank legal expense. Our results are consistent with the hypothesis that high legal expense predicts weak future …

Persistent link: https://www.econbiz.de/10013051296

Operational risk and risk management quality : evidence from u.s. bank holding companies

Abdymomunov, Azamat; Mihov, Atanas - In: Journal of financial services research : JFSR 56 (2019) 1, pp. 73-93

Persistent link: https://www.econbiz.de/10012301325

Stress test design

Canabarro, Eduardo Antonio Duarte - In: Journal of risk management in financial institutions 7 (2014) 1, pp. 52-61

Persistent link: https://www.econbiz.de/10010259565

Bank Capital for Operational Risk : A Tale of Fragility and Instability

Ames, Mark - 2015

Operational risk is fundamentally different from all other risks taken on by a bank. It is embedded in every activity …. First, address model fragility directly through regulatory anchoring of key model parameters, yet allow each bank to scale …

Persistent link: https://www.econbiz.de/10013034182

Systemic Operational Risk : People Risk in the Global Financial Crisis

McConnell, Patrick J. - 2017

It is generally considered that the GFC was triggered, at least in part, by failures in markets trading in complex securities based upon so-called 'subprime' mortgages. While subprime mortgages carry greater credit risk than 'prime' mortgages, the processes used to securitize these mortgages...

Persistent link: https://www.econbiz.de/10012946657

Model-based approach for scenario design : stress test severity and banks' resiliency

Barbieri, Paolo Nicola; Lusignani, Giuseppe; Prosperi, … - In: Quantitative finance 22 (2022) 10, pp. 1927-1954

Persistent link: https://www.econbiz.de/10013367962

Hidden Markov regimes in operational loss data : application to the recent financial crisis

Dionne, Georges; Hassani, Samir Saissi - In: The journal of operational risk 12 (2017) 1, pp. 23-51

Persistent link: https://www.econbiz.de/10011639714

Financial Crisis and Operational Risk Management of Business Groups

Kim, Hwanki Brian - 2018

Korean business groups, chaebol, reduced operational risk in the aftermath of the 1997 Asian financial crisis by reducing (increasing) investment in risky (safe) member firms. Risk reduction was accompanied by capital reallocation from risky member firms to safe member firms through equity...

Persistent link: https://www.econbiz.de/10012931757

An alternative to SMA : using through the cycle loss data to propose an "hourglass" solution

Grimwade, Michael - In: Journal of risk management in financial institutions 11 (2017/2018) 4, pp. 361-380

Persistent link: https://www.econbiz.de/10011980280

Does a financial crisis affect operating risk? : evidence from Polish listed companies

Kalinowski, Sławomir; Puziak, Marcin - In: Economics and business review 4 (2018) 1, pp. 64-85

Persistent link: https://www.econbiz.de/10011897312

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