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Operational loss recoveries and the macroeconomic environment : evidence from the U.S. banking sector
Frame, W. Scott; Lazaryan, Nika; McLemore, Ping; Mihov, … - 2022
Persistent link: https://www.econbiz.de/10013415315
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An extreme value approach for modeling operational risk losses depending on covariates
Chavez-Demoulin, Valérie; Embrechts, Paul; Hofert, Marius - In: The journal of risk and insurance : the journal of the … 83 (2016) 3, pp. 735-776
Persistent link: https://www.econbiz.de/10011561307
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The determinants of operational risk in US financial institutions
Chernobai, Anna; Jorion, Philippe; Yu, Fan - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 6, pp. 1683-1725
Persistent link: https://www.econbiz.de/10009623285
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Climate risks in the U.S. banking sector : evidence from operational losses and extreme storms
Berger, Allen N.; Curti, Filippo; Lazaryan, Nika; … - 2023
Persistent link: https://www.econbiz.de/10014445463
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Correlations and Systemic Risk in Operational Losses of the U.S. Banking Industry
Abdymomunov, Azamat - 2016
Using supervisory operational loss data of the U.S. banking industry, we analyze correlations among operational losses …
Persistent link: https://www.econbiz.de/10012997640
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Climate Risks in the U.S. Banking Sector : Evidence from Operational Losses and Extreme Storms
Berger, Allen N.; Curti, Filippo; Lazaryan, Nika; … - 2022
Using supervisory data from large U.S. bank holding companies (BHCs), we document that BHCs suffer more operational … losses during episodes of extreme storms. Among different operational loss types, losses due to external fraud, BHCs' failure …
Persistent link: https://www.econbiz.de/10014235874
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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 … referred to as idiosyncratic viral loss theory. This idiosyncratic viral loss theory discusses systemic operational losses that …
Persistent link: https://www.econbiz.de/10012484192
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The future of operational risk management in banking : from deterministics towards heuristics and holistics?
Young, Brendon - In: Risk management in financial institutions, (pp. 43-71). 2013
Persistent link: https://www.econbiz.de/10010354423
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Loan loss provisioning of US banks : economic policy uncertainty and discretionary behavior
Ozturk Danisman, Gamze; Demir, Ender; Ozili, Peterson - In: International review of economics & finance : IREF 71 (2021), pp. 923-935
Persistent link: https://www.econbiz.de/10012630805
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Are incurred loss standards countercyclical? : a case study using U.S. bank holding company data
Du, Fang; Hancock, Diana; Hafften, Alexander H. von - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-30
After the 2008 global financial crisis, U.S. bank holding companies needing to cover larger-than-expected loan losses …
Persistent link: https://www.econbiz.de/10013161851