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The information value of past losses in operational risk
Curti, Filippo; Migueis, Marco - 2022
Persistent link: https://www.econbiz.de/10014282949
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Three essays in risk management in financial institutions
Yanochkin, Anton - 2012
. Our results provide evidence that the adoption of AMA is contingent on the availability of bank resources and prior …. - Internal Risk Controls and their Impact on Bank Solvency: Recent cases in financial sector showed the importance of risk … bank solvency is negatively affected by BHC growth strategies and external restrictions on bank activities, while the …
Persistent link: https://www.econbiz.de/10011878218
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Operational risk management and implications for bank's economic capital - a case study
Chalupka, Radovan (contributor); Teplý, Petr (contributor) - 2008
In this paper we review the actual operational data of an anonymous Central European Bank, using two approaches …
Persistent link: https://www.econbiz.de/10003755227
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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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Regulating and supervising the clouds : emerging prudential approaches for insurance companies
Crisanto, Juan Carlos; Donaldson, Conor; Garcia Ocampo, … - 2018
Persistent link: https://www.econbiz.de/10012201792
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Forward-looking and incentive-compatible operational risk capital framework
Migueis, Marco - 2017
Persistent link: https://www.econbiz.de/10011802946
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Operational risk capital
Conlon, Thomas; Huan, Xing; Ongena, Steven - 2020
Persistent link: https://www.econbiz.de/10012271053
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Operational risk capital
Conlon, Thomas; Huan, Xing; Ongena, Steven - 2020
In a setting where private information goes public for the first time, we study the real effects of the Basel II Accord requiring banks to calculate operational risk capital, and disclose qualitative and quantitative information. Using a difference-in-differences setup featuring partial US...
Persistent link: https://www.econbiz.de/10012418359
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Operational risk capital
Conlon, Thomas; Huan, Xing; Ongena, Steven - 2020
Persistent link: https://www.econbiz.de/10012252033
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Integrating operational and financial risk assessments
Figini, Silvia; Kenett, Ron; Salini, Silvia - 2010
Persistent link: https://www.econbiz.de/10011752232