The Basel Committee on Banking Supervision from the Bank for International Settlement classifies banking risks into … are discussed, and then, some solutions are recommended. Moreover, all steps of operational risk measurement based on Loss … operational risk of an Iranian private bank. The results are quite reasonable, comparing the scale of bank and other risk …

of loss data implies that an individual bank cannot obtain a probability distribution with any reliability. We propose a … model, targeting the regulator initially, by obtaining a probability distribution for loss magnitude using pooled annual … risk losses from the banks under the regulator's oversight. We start with summarized loss data from 63 European banks and …

literature, we consider the impact of characteristics of these mechanisms on the degree of operational loss at the subcommittee … in less material operational loss with adequate staffing. Organization of the internal governance mechanisms, carefully … experience fewer surprises. Excess funding has limited or no effect on mitigating operational loss. Characteristics are more …

Using supervisory operational loss data of the U.S. banking industry, we analyze correlations among operational losses …

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 …