Operational Loss Recoveries and the Macroeconomic Environment: Evidence from the U.S. Banking Sector
"Our findings offer new evidence on how economic shocks transmit to banking industry losses with implications for risk management and...
Rechercher
- 28 juil.
Bank Capital Adequacy Framework
"This paper considers the question from a non-technical point of view and surveys the regulatory requirements for capital adequacy...
- 8 juil.
Correlations in Operational Risk Stress Testing: Use and Abuse
"Evidence that the COVID-19 pandemic had minimal effect on operational risk losses in 2020 is presented and the effect of model risk is...
- 8 juil.
How Climate Change May Impact Operational Risk
"... climate change may drive operational risk losses through complex interactions between three factors: changes in human and...
- 8 juil.
The Status of People Risk Management in UK Banks
"... some operational risk managers are working more closely with their human resources partners to develop a more cohesive approach to...
- 27 mai
Spatial Distance and Risk Category Effects in Enterprise Risk Management Practice
"... we find the difference in decision-makers’ probability assessments between operational and non-operational risk factors is greater...
- 23 mai
Flood Risk Quantification and Mapping: An Integrated Vulnerability-Based Approach at the Local Scale
"The integration of data in a geographic information system enables the visualization and spatialization of risk, but also each of its...
- 21 avr.
The Status of People Risk Management in UK Banks
"As a result of a regulatory focus on quantitative capital requirements, it also finds management of people risk subsumed by this...
- 15 avr.
Does Geopolitical Risk Stifle Technological Innovation?
"... we disentangle GPR into its two components: geopolitical threats and geopolitical acts. We document that the effect of threats is...
- 14 févr.
Enterprise Risk Management Framework in Flow Chart
"This document explains the enterprise risk management framework in a flow chart form." LIRE
- 14 févr.
Risk-oriented approach to determining bank’s capital size according to requirements of basel
"The conducted experiment on calculation of the bank's capital for operational risk with different methods showed non-profitability of...
- 14 févr.
Flow charts of Life Insurance Risk
"This document is showing the flow chart of life insurance risk" LIRE
- 11 févr.
AI-Driven Market Manipulation and Limits of the EU Law Enforcement Regime to Credible Deterrence
"... this study suggests improving the existing EU anti-manipulation law and enforcement with a number of policy proposals. Namely, (i)...
- 7 févr.
Forecasting Social Unrest: A Machine Learning Approach
"We produce a social unrest risk index for 125 countries covering a period of 1996 to 2020. The risk of social unrest is based on the...
- 23 déc. 2021
Bank of England fines Metro Bank $7 mln after accounting blunder
"The Bank of England has fined Metro Bank (MTRO.L) 5.38 million pounds ($7.13 million) for failures in its regulatory reporting, it said...
- 22 déc. 2021
The investment manager of the future
"Internally, money managers are investing in artificial intelligence and big data capabilities as well as a more seamless integration of...
- 20 déc. 2021
StanChart fined $61.5 mln for misreporting liquidity position
"The Bank of England said on Monday it was fining Standard Chartered (STAN.L) 46.55 million pounds ($61.51 million) for misreporting its...