The frequency and severity of operational losses: a cross-country comparison/
Moosa, Imad
The frequency and severity of operational losses: a cross-country comparison/ created by Imad Moosa and Larry Li - Applied economics letters Volume 20, number 2 .
We examine the proposition that cross-country differences in the factors determining the frequency and severity of operational losses lead to cross-country differences in the distribution and incidence of operational loss events in terms of frequency and severity. For this purpose, we consider 4388 operational loss events covering 11 countries or country groups. The results reveal differences with respect to the type of loss events prevailing in each country or country group as well as differences with respect to the dominance of events of certain type in a particular business line and corporate entity type.
13504851
Operational risk--Operational loss events--Basel II
HB1.A666 APP
The frequency and severity of operational losses: a cross-country comparison/ created by Imad Moosa and Larry Li - Applied economics letters Volume 20, number 2 .
We examine the proposition that cross-country differences in the factors determining the frequency and severity of operational losses lead to cross-country differences in the distribution and incidence of operational loss events in terms of frequency and severity. For this purpose, we consider 4388 operational loss events covering 11 countries or country groups. The results reveal differences with respect to the type of loss events prevailing in each country or country group as well as differences with respect to the dominance of events of certain type in a particular business line and corporate entity type.
13504851
Operational risk--Operational loss events--Basel II
HB1.A666 APP