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...
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Rechercher
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...
5 août 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...
28 juil. 2022
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. 2022
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. 2022
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. 2022
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 2022
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 2022
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. 2022
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. 2022
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. 2022
Enterprise Risk Management Framework in Flow Chart
"This document explains the enterprise risk management framework in a flow chart form." LIRE
14 févr. 2022
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. 2022
Flow charts of Life Insurance Risk
"This document is showing the flow chart of life insurance risk" LIRE
11 févr. 2022
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. 2022
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...
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