Artikel
Modeling the operational risk in Iranian commercial banks: Case study of a private bank
The Basel Committee on Banking Supervision from the Bank for International Settlement classifies banking risks into three main categories including credit risk, market risk, and operational risk. The focus of this study is on the operational risk measurement in Iranian banks. Therefore, issues arising when trying to implement operational risk models in Iran are discussed, and then, some solutions are recommended. Moreover, all steps of operational risk measurement based on Loss Distribution Approach with Iran's specific modifications are presented. We employed the approach of this study to model the operational risk of an Iranian private bank. The results are quite reasonable, comparing the scale of bank and other risk categories.
- Language
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Englisch
- Bibliographic citation
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Journal: Journal of Industrial Engineering International ; ISSN: 2251-712X ; Volume: 8 ; Year: 2012 ; Pages: 1-10 ; Heidelberg: Springer
- Classification
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Management
- Subject
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Operational risk
Copula
Loss distribution approach
Bank
- Event
-
Geistige Schöpfung
- (who)
-
Momen, Omid
Kimiagari, Alimohammad
Noorbakhsh, Eaman
- Event
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Veröffentlichung
- (who)
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Springer
- (where)
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Heidelberg
- (when)
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2012
- DOI
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doi:10.1186/2251-712X-8-15
- Handle
- Last update
-
10.03.2025, 11:45 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Momen, Omid
- Kimiagari, Alimohammad
- Noorbakhsh, Eaman
- Springer
Time of origin
- 2012
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