Similar Search Results

An investigation into the determinants of risk disclosure in banks : evidence from financial sector of Pakistan

Ashfaq, Khurram; Zhang, Rui; Munaim, Abdul; Razzaq, Naveed - In: International journal of economics and financial issues … 6 (2016) 3, pp. 1049-1058

Persistent link: https://www.econbiz.de/10011697972

Corporate governance in relationship with bank risk management

Permatasari, Ika - In: International journal of financial engineering 9 (2022) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10013188846

Managing non-financial risks : a new focus area for executive and non-executive board members

Kaiser, Thomas - In: Journal of risk management in financial institutions 9 (2015/2016) 1, pp. 53-58

Persistent link: https://www.econbiz.de/10011488819

Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio

Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; … - In: The journal of risk model validation 9 (2015) 3, pp. 41-70

Persistent link: https://www.econbiz.de/10011410323

Bank capital adequacy for average market financial risk

Azar, Samih Antoine - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 631-635

Persistent link: https://www.econbiz.de/10011419189

Has the Basel II accord encouraged risk management during the 2008 - 09 financial crisis?

McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - 2009

The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily … aggressive risk management strategy, and evaluate the effects of the Basel II Accord on risk management. We also examine how risk … practices were monitored and encouraged by the Basel II Accord regulations during the financial crisis. …

Persistent link: https://www.econbiz.de/10011378354

The optimal operational risk capital requirement by applying the advanced measurement approach

Lin, Tyrone T.; Lee, Chia-chi; Kuan, Yu-chuan - In: Central European journal of operations research : CEJOR … 21 (2013) 1, pp. 85-101

Persistent link: https://www.econbiz.de/10009685707

Stress test for risk assessment under Basel framework applied in banking industry

Maheswaran, M.; Rao, D. N. - In: Risk governance & control : financial markets & institutions 4 (2014) 3, pp. 25-29

Persistent link: https://www.econbiz.de/10011452488

On the selection of loss severity distributions to model operational risk

Hadley, Daniel; Joe, Harry; Nolde, Natalia - In: The journal of operational risk 14 (2019) 3, pp. 73-94

Persistent link: https://www.econbiz.de/10012132747

Practice oriented and Monte Carlo based estimation of the value-at-risk for operational risk measurement

Greselin, Francesca; Piacenza, Fabio; Zitikis, Ričardas - In: Risks : open access journal 7 (2019) 2/50, pp. 1-20

We explore the Monte Carlo steps required to reduce the sampling error of the estimated 99.9% quantile within an acceptable threshold. Our research is of primary interest to practitioners working in the area of operational risk measurement, where the annual loss distribution cannot be...

Persistent link: https://www.econbiz.de/10012019128