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022 _a13504851
040 _aMSU
_cMSU
_erda
_bEnglish
050 0 0 _aHB1.A666 APP
100 1 _aMoosa, Imad
_eauthor
245 1 0 _aThe frequency and severity of operational losses:
_ba cross-country comparison/
_ccreated by Imad Moosa and Larry Li
264 1 _aNew York:
_bTaylor and Francis,
_c2013.
336 _2rdacontent
_atext
_btxt
337 _2rdamedia
_aunmediated
_bn
338 _2rdacarrier
_avolume
_bnc
440 _aApplied economics letters
_vVolume 20, number 2
520 3 _aWe 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.
650 _aOperational risk
_vBasel II
_xOperational loss events
700 1 _aLi, Larry
_eauthor
856 _uhttps://doi.org/10.1080/13504851.2012.684777
942 _2lcc
_cJA
999 _c162751
_d162751