This paper investigates the generalized parametric measurement methods of aggregate
operational risk in compliance with the regulatory capital standards for operational risk in the …

Purpose–Amid increased size and complexity of the banking industry, operational risk has a
greater potential to occur in more harmful ways than many other sources of risk. This paper …

On the heels of the April downgrades of General Motors Corp. and Ford Motor Co. to non-
investment grade status, the haircut unwinding of exposed CDO positions reverberated in …

The move of international banking supervision away from rigid controls towards market
discipline, prudential oversight and risk-based capital guidelines has widened the scope of …

Among all the different types of risks that can affect financial companies, the operational risk
can be the most devastating and the most difficult to anticipate. The management of …

Credit risk poses substantial exposure both to the banks and the economy; a scenario
evident in East Africa financial crises; this in part owing to the fact that the banking sector is …

Amid increased size and complexity of the banking industry, operational risk has a greater
potential to transpire in more harmful ways than many other sources of risk. This paper …

Дано подробное описание математических моделей оценки трех основных банковских
рисков, охватываемых международным соглашением по банковскому надзору Базель …

Risk ağırlıklı sermaye hesaplamasında, Basel Komite tarafından kredi ve piyasa riski dışında
kapsama alınan bir diğer risk türü operasyonel risktir. Sistem, süreç ve insan hatasının yanı …

Дано подробное описание математических моделей оценки трех основных банковских
рисков, охватываемых международным соглашением по банковскому надзору «Базель …