Impact of vertical pay dispersion on operational risk in banks

Chengyuan Wang, Jie Shen, Qiong Wang and Biao Luo

Applied Economics Letters, 2020, vol. 27, issue 21, 1718-1721

Abstract: We explore the linkage between vertical pay dispersion, a critical aspect of bank compensation scheme, and the frequency and severity (total monetary loss) of operational risk. Using operational risk events panel data from Chinese domestic commercial banks, we find that vertical pay dispersion positively impacts both the frequency and total loss severity of operational risk events, and such impacts increase marginal effects via quantile regression.

Date: 2020
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DOI: 10.1080/13504851.2020.1716935

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