Corporate social responsibility, ethics and sustainable prosperity Singapore : World Scientific, 2019 (2019), Seite 79-99 1 Online-Ressource (xviii, 501 Seiten)
Following the three-pillar structure of the Basel II/III framework, the article categorises and surveys 279 academic papers on operational risk in financial institutions, covering the period from 1998 to 2014. In doing so, different lines of both theoretical and empirical directions for research are identified. In addition, this study provides an overview of existing consortia databases and other publicly available sources on operational loss that may be incorporated into empirical research, as well as in risk measurement processes by financial institutions. Finally, this paper highlights the research gaps in operational risk and outlines recommendations for further research.
International Journal of Financial Studies Basel : MDPI, 2013 4(2016), 4 vom: Dez., Seite 1-21 Online-Ressource
Bremen u.a.: Center for Transnational Studies ZenTra of the Universities of Bremen and Oldenburg
Online-Ressource (26 S.).
The aim of this study is to examine the effects of bank-specific, regulatory and macroeconomic determinants on bank risk, profitability and solvency in the Armenian banking sector. To account for these, we apply a GMM technique to a panel of 22 Armenian banks covering the 2003-2014 period. The estimation results show that abnormal loan growth leads to a decrease in the regulatory capital ratio, to an increase in loan loss provision and to a reduction of relative interest income. Regarding GDP we observe a negative influence on banks' solvency, profitability and risk. When focusing on regulatory variables we identify a negative relation between the implementation of the Basel II Accord and the regulatory capital ratio. Moreover, we find that banks belonging to international financial groups have better credit risk management than domestic banks. All in all, our results suggest, that excessive loan growth, economic environment and ownership structure affect core aspects of banks' operations
ZenTra working paper series in transnational studiesZenTra Working Paper in Transnational Studies
ZenTra working paper series in transnational studies ; 44;
