Lysiak, Liubov; Masiuk, Iuliia; Chynchyk, Anatolii; … - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-18
agencies. This work aims to build a model for assessing banking risks. The primary study method is economic …-mathematical modeling based on the standardized model of the Basel Committee for Operational Risk Management, the modified CAPM model, and … the model developed by Shapiro and Cornell for currency risk management. The information base was the financial statements …