Operational Risk: A Global Examination Based on Bibliometric Analysis
Effective #riskmanagement, including #operationalriskmanagement, is crucial for minimizing #financialrisks posed by #operationalrisk....
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- il y a 1 jour
Measuring Tail Operational Risk in Univariate and Multivariate Models with Extreme Losses
"This paper considers some univariate and multivariate #operationalrisk#models , in which the #loss severities are modeled by some weakly...
- il y a 4 jours
Regulation of Cyber Risk in the Banking Sector: A Canadian Case Study
The current #canadian regime, which draws on the #basel #operationalrisk framework, is not equipped to handle the unique challenges of...
- 8 mars
Operational Risk and the New Caremark Liability for Boards of Directors
In #corporategovernance, where boards are being held liable for #misconduct based on #operationalrisk. Operational misconduct is a...
- 2 mars
Bankers Trust and the Birth of Modern Risk Management
This paper discusses the origins of modern #riskmanagement concepts and applications in the #financialindustry, which were developed at...
- 7 févr.
Reinventing Operational Risk Regulation for a World of Climate Change, Cyberattacks...
Proposes a new framework for regulating operational threats such as damage to physical assets, business disruption, and system failures....
- 1 févr.
Is Bank CEO Pay Sensitive to Operational Risk Event Announcements?
This study reveals how operational risk events affect US bank CEO compensation from 1992-2016. Results indicate that compensation...
- 26 janv.
The Information Value of Past Losses in Operational Risk
"We show that past operational losses are informative of future losses, even after controlling for a wide range of financial...
- 17 janv.
The Bayesian approach to analysis of financial operational risk
"The article provides a short overview of methods for constructing mathematical models in the form of Bayesian Networks for modeling...
- 16 janv.
Imbalanced Data Issues in Machine Learning Classifiers: A Case Study
"... the methods discussed in this paper can apply to general machine learning classifiers in applications with imbalanced data issues,...
- 16 janv.
Modeling Very Large Losses.
"... we propose an approach to estimate very large losses similar to that used by Fermi and Drake to estimate the existence of...
- 11 janv.
Systemic Operational Risk in the Australian Banking System: The Royal Commission
"This paper ... documents some of the most prominent cases of misconduct, which it summarizes in terms of operational risk losses (using...
- 11 janv.
Machine Learning for Categorization of Operational Risk Events Using Textual Description
"... an overview of how machine learning can help in categorizing textual descriptions of operational loss events into Basel II event...
- 10 janv.
The Information Value of Past Losses in Operational Risk
"... the information provided by past losses results from them capturing hard to quantify factors such as the quality of operational risk...
- 14 déc. 2022
A Text Analysis for Operational Risk Loss Descriptions
"... we have applied text analysis methodologies to extract information from descriptions in the OpRisk database. After delicate tasks...
- 22 nov. 2022
How does the pandemic change operational risk? Evidence from textual risk disclosures
"... operational risk remained the most prominent major risk type after the outbreak of Covid-19, and that disclosures of operational...
- 30 sept. 2022
Operational Risk Management of Political Risk: Evidence from Customer Concentration
"... our empirical evidence indicates that political risk significantly a firm’s operational risk strategy in terms of managing its...
- 21 sept. 2022
Sell-Side Analysts’ Assessment of Operational Risk: Evidence from Negative ESG Incidents
"We use firm-day level data from RepRisk about negative operational incidents that are classified into environmental, social, and/or...
- 13 sept. 2022
Comprehensive empirical assessment of nuclear power risks
"The opposition in a number of countries to the inclusion of nuclear energy in a sustainable energy portfolio, in part due to the dread...
- 7 sept. 2022
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...
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