When Is the Root of All Evil Not Money? The Impact of Load on Operational Risk at a Commercial Bank
Publication Date
11-27-2017
Abstract
Operational risk is now among the three most significant types of risks in the financial services industry, and its management is mandated by Basel II regulation. This paper studies how bank operational risk event frequency (or error rate) and severity (p
Document Type
Article
Keywords
Operational Risk, Workload, Frequency, Severity, Capital Allocation, Optimal Staffing
Disciplines
Business Administration, Management, and Operations
DOI
10.2139/ssrn.3075452
Source
SMU Cox: IT & Operations Management (Topic)
Language
English
