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Benchmarking operational risk stress testing models

Curti, Filippo; Migueis, Marco; Stewart, Robert - In: The journal of operational risk 15 (2020) 2, pp. 27-42

Persistent link: https://www.econbiz.de/10013177363

Qualification of operational risk : statistical insights on coherent risk measures

Vee, Dany Ng Cheong; Gonpot, Preethee Nunkoo; … - In: The journal of operational risk 14 (2019) 2, pp. 39-59

Persistent link: https://www.econbiz.de/10012052410

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

Integrated risk measurement system in commercial bank

Zhevaga, Alexander; Morgunov, Alexei - In: Risk assessment and financial regulation in emerging …, (pp. 225-250). 2021

Integrated risk management means the comprehensive and effective management all significant risks (affecting the bank … into strategic planning. The significant risks have big impact on the financial result of the bank, its capital, and … increasing, as it allows the bank to adequately distribute its capital and reserves and contributes to its stable existence in …

Persistent link: https://www.econbiz.de/10012591724

Operational risk of option hedging

Mitra, Sovan - In: Economic modelling 33 (2013), pp. 194-203

Persistent link: https://www.econbiz.de/10010191991

Assimilating operational risks in common trading systems

Parnes, Dror - In: The journal of operational risk 9 (2014/2015) 1, pp. 53-73

Persistent link: https://www.econbiz.de/10013262963

Does operating risk affect portfolio risk? : evidence from insurers' securities holding

Chen, Xuanjuan; Sun, Zhenzhen; Yao, Tong; Yu, Tong - In: The journal of corporate finance : contracting, … 62 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012239232

Financial Hedging of Operational Risk Constraints : A General Framework

Valdés, León; Caldentey, Rene - 2023

In this paper we consider the operations of a non-financial corporation and present a novel risk-management framework that supports the joint optimization of the firm's operational and financial decisions. Specifically, we study the problem of maximizing the firm's operating profits when these...

Persistent link: https://www.econbiz.de/10014353656

A quantitative model to articulate the banking risk appetite framework

Baldan, Cinzia; Geretto, Enrico; Zen, Francesco - In: Journal of risk management in financial institutions 9 (2016) 2, pp. 175-196

Persistent link: https://www.econbiz.de/10011666248

Market orientation, balance sheets and risk profile of Islamic banks

Anjum, Shahid - In: International journal of economic policy in emerging … 8 (2015) 4, pp. 318-331

Persistent link: https://www.econbiz.de/10011505986

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