Disclosure on OR: Evidence from a Sample of Italian Banks

Giuliana Birindelli and Paola Ferretti

Chapter Chapter 8 in Operational Risk Management in Banks, 2017, pp 199-215 from Palgrave Macmillan

Abstract: Abstract The current regulatory frameworkFramework requires banks to provide accurate and comprehensive disclosureDisclosure of their operational risk profile. In particular, banks are required to disclose the approaches for the assessment of their own funds requirementsOwn Fund requirement ; they are required to describe the AMA methodology (if adopted), including a discussion of relevant internalInternal factors and external factorsExternal factors considered in the measurement approach, or (in the case of partial use) the scope and coverage of the different methodologies used. In order to illustrate the degree of disclosure of the OR management, this chapter reports the results of a surveySurvey on a sample of listed banks in Italy, focusing on the following areas of investigation: general aspects; organizational structureOrganizational structure ; measurement systemsSystem ; control, mitigation and transfer systems; capital.

Date: 2017
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DOI: 10.1057/978-1-137-59452-5_8

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