Operational Risk Management and Implications for Bank’s Economic Capital – a Case Study
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Keywordsoperational risk; economic capital; Basel II; extreme value theory; probability weighted method;
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-09-20 (All new papers)
- NEP-EFF-2008-09-20 (Efficiency & Productivity)
- NEP-FMK-2008-09-20 (Financial Markets)
- NEP-RMG-2008-09-20 (Risk Management)
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