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Difference between the determinants of operational risk reporting in Islamic and conventional banks : evidence from Saudi Arabia

Hemrit, Wael - In: The journal of operational risk 15 (2020) 1, pp. 48-86

Persistent link: https://www.econbiz.de/10013177347

The application of extreme value theory in operational risk management

Teplý, Petr - In: Ekonomický časopis : časopis pre ekonomickú … 60 (2012) 7, pp. 698-716

Persistent link: https://www.econbiz.de/10010189997

Benchmarking operational risk stress testing models

Curti, Filippo; Migueis, Marco; Stewart, Robert T. - 2018

The Federal Reserve's Comprehensive Capital Analysis and Review (CCAR) requires large bank holding companies (BHCs) to … median bank range from the 90th percentile to above the 99th percentile of the operational loss distribution …

Persistent link: https://www.econbiz.de/10012181176

A conceptual model of operational risk events in the banking sector

Ferreira, Suné; Dickason Koekemoer, Zandri - In: Cogent economics & finance 7 (2019) 1, pp. 1-18

Operational risk constitutes a large portion of a bank’s risk exposure. Unlike other financial risks, operational risk … is classified as a pure risk (only an opportunity of a loss), as it always leads to a financial loss for a bank. The … several banks and other financial institutions. Operational risk has the possibility to lead to other bank risk and to …

Persistent link: https://www.econbiz.de/10014233145

Operational risk is more systemic than you think : evidence from US bank holding companies

Berger, Allen N.; Curti, Filippo; Mihov, Atanas; … - In: Journal of banking & finance 143 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013533774

Does operational risk management benefit from FinTech?

Cheng, Maoyong; Qu, Yang - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 14, pp. 4012-4027

Persistent link: https://www.econbiz.de/10014419434

Advances in operational risk : firm-wide issues for financial institutions

Jenkins, Sarah (ed.); Ashby, Simon (contributor) - 2003 - 2. ed.

Persistent link: https://www.econbiz.de/10001587786

The process of managing operational risk as an "innovative" bank risk type : a case study from Bosnia and Herzegovina

Kozarevic, Emira; Kozarevic, Safet - In: International journal of financial innovation in … 1 (2016) 1/2, pp. 3-28

Persistent link: https://www.econbiz.de/10011668557

Modeling operational risk data reported above a time-varying threshold

Shevchenko, Pavel V.; Temnov, Grigory - In: The journal of operational risk 4 (2009/10) 2, pp. 19-42

Persistent link: https://www.econbiz.de/10003883151

Quantifying operational risk within banks according to Basel II

Bakker, M. R. A. - In: Operational risk : practical approaches to implementation, (pp. 107-155). 2005

Persistent link: https://www.econbiz.de/10003285539