econometric approach to analysis of market risks (section two). Here a detailed review of methods of operational risk management …

The purpose of this study was to investigate the measurement of the bank credit risk required for the indicator, the … conditions through informal meetings and conversations with business owners. From the perspective of credit risk, there are many … diversified financial assets. Accordingly, the enhancement of its risk management framework is a crucial issue …

predict future risk. Enter the prime metric to save the day...(if only it were that easy) …

This presentation provides an overview into managing operations and operational risk in commercial banks using …

In this paper, we examine the impact of corporate governance mechanisms on the quality of operational risk disclosures … provided in the annual reports and risk reports in a representative sample of 63 publicly listed European banks for the fiscal … operational risk disclosure quality. Additionally, our results make it clear that the agency theory outweighs the management …

Most of the banks' operational risk internal models are based on loss pooling in risk and business line categories. The … parameters and outputs of operational risk models are sensitive to the pooling of the data and the choice of the risk … classification. In a simple model, we establish the link between the number of risk cells and the model parameters by requiring …

Operational risk events in banks include extreme events with significant losses being incurred and with substantial … quantitative and qualitative analysis of operational risk losses for European(EU) and US banks over the period 2008~2014 to …

One of the main challenges that banks face in modeling operational risk is the instability of risk estimates caused by … scaled external data improves the robustness of operational risk estimates. In addition, our scaling method helps depict the … testing operational risk to severe macroeconomic shocks …

This research examines the management of operational risk by Ghanaian Banks with special emphasis on operational risk … management of operational risk. Logistic regression was used to examine the effect of capital asset ratio and return on assets on … financial risk in the annual reports of Ghanaian banks generally increased by 50% from 2006 to 2007. Operational risk disclosure …

Bank CEOs are held personally accountable for firms' performance, including the downside risk. Operational risk is … largely idiosyncratic and operational risk event announcements signal flaws in banks' internal control systems and ineffective … risk management. We examine the impact of operational risk event announcements on different components of U.S. banks' CEO …