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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
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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
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Models for risk aggregation and sensitivity analysis : an application to bank economic capital
Inanoglu, Hulusi; Jacobs, Michael - In: Journal of risk and financial management : JRFM 2 (2009) 1, pp. 118-189
A challenge in enterprise risk measurement for diversified financial institutions is developing a coherent approach to aggregating different risk types. This has been motivated by rapid financial innovation, developments in supervisory standards (Basel 2) and recent financial turmoil. The main...
Persistent link: https://www.econbiz.de/10011556126
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Risk analysis in banks : a comparison of Islamic and conventional banks in Jordan
Al Daas, Abdullah Ahmed; Ahmad, Moid U.; Salemeh, Rashed M. - In: International journal of business excellence : IJBEX 25 (2021) 2, pp. 219-232
Persistent link: https://www.econbiz.de/10012798214
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Implementing a Basel II scenario-based AMA for operational risk
Anders, Ulrich; Brink, Gerrit Jan van den - In: The Basel handbook : a guide for financial practitioners, (pp. 343-368). 2005
Persistent link: https://www.econbiz.de/10003287289
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Integrating stress scenarios into risk quantification models
Abdymomunov, Azamat; Blei, Sharon; Ergashev, Bakhodir - In: Journal of financial services research : JFSR 47 (2015) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10011325835
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On the aggregation of credit, market and operational risks
Li, Jianping; Zhu, Xiaoqian; Lee, Cheng F.; Wu, Dengsheng; … - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
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Book-to-market equity, operating risk, and asset correlations : implications for Basel capital requirement
Lee, Shih-cheng; Lin, Chien-ting - In: Journal of international financial markets, … 22 (2012) 4, pp. 973-989
Persistent link: https://www.econbiz.de/10009582493
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Adequate capital and stress testing for operational risks
Kühn, Reimer; Neu, Peter - In: Operational risk modelling and analysis : theory and …, (pp. 273-289). 2004
Persistent link: https://www.econbiz.de/10002770687
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Loss Distribution Approach for Operational Risk Capital Modelling Under Basel II : Combining Different Data Sources for Risk Estimation
Shevchenko, Pavel V. - 2017
The management of operational risk in the banking industry has undergone significant changes over the last decade due to substantial changes in operational risk environment. Globalization, deregulation, the use of complex financial products and changes in information technology have resulted...
Persistent link: https://www.econbiz.de/10012954952