Financial and Non-Financial Risk Management: Evidence from Labor Law Violations
Corporate #riskmanagement encompasses both financial hedging and #operationalrisk #riskmitigation. This study investigates how #laborlaw...
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26 juin 2023
Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations
This paper examines the use of #machinelearning methods in the context of #banks' #capitalrequirements, specifically the internal Ratings...
13 juin 2023
The information value of past losses in operational risk
"We show that past #operationalrisk losses are informative of future losses, even after controlling for a wide range of financial...
28 avr. 2023
Work-from-Home and the Risk of Securities Misconduct
#operationalrisk #oprisk #fraud #marketabuse #riskmanagement "Our DD analysis reveals that #workingfromhome lowers the likelihood of...
23 mars 2023
Operational Risk: A Global Examination Based on Bibliometric Analysis
Effective #riskmanagement, including #operationalriskmanagement, is crucial for minimizing #financialrisks posed by #operationalrisk....
23 mars 2023
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...
20 mars 2023
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 2023
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 2023
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. 2023
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. 2023
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. 2023
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. 2023
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. 2023
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. 2023
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. 2023
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. 2023
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. 2023
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...
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