Operational Risk Modeling

Gabriela Anghelache and Ana Cornelia Olteanu
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Gabriela Anghelache: Bucharest Academy of Economic Studies
Ana Cornelia Olteanu: Bucharest Academy of Economic Studies

Theoretical and Applied Economics, 2011, vol. XVIII(2011), issue 6(559), 63-72

Abstract: Losses resulting from operational risk events from a complex interaction between organizational factors, personal and market participants that do not fit a simple classification scheme. Taking into account past losses (ex. Barings, Daiwa, etc.) we can say that operational risk is a major financial losses in the banking sector, although until recently have been underestimated, considering that they are generally minor, note setting survival of a bank.

Keywords: operational risk; BIA; SA; AMA; LDA. (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:agr:journl:v:6(559):y:2011:i:6(559):p:63-72

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