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An array of developments impacting the financial services industry, such as increasing complexity, interconnectedness, third party dependencies and digitalization, means operational resilience will remain a significant area of concern for policy makers, investors and customers. The purpose of...
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The purpose of this paper is to propose a methodology that enables researchers to identify relevant search terms when conducting a literature review. This methodology requires an analysis of existing literature review articles on the topic under study to form keywords. The objective of this...
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We study the implications of the value at risk concept for the bank's optimum amount of equity capital under credit … managerial and market factors. Furthermore, the bank's equity and asset/liability management has to be addressed simultaneously … by bank managers. …
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In this paper we review the actual operational data of an anonymous Central European Bank, using two approaches …
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