| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP15096 |
| DP15096 Operational Risk Capital | |
| Thomas Conlon; Xing Huan; Steven Ongena | |
| 发表日期 | 2020-07-25 |
| 出版年 | 2020 |
| 语种 | 英语 |
| 摘要 | We study the response of banks to the introduction of a new capital requirement relating to operational risk. To isolate the effect of this new regulation on realized operational risk losses, we take advantage of the partial US implementation relative to full European adoption. Operational risk losses are reduced in treated banks. The extent of loss reduction depends upon the measurement approach used to calibrate operational risk capital requirements. Banks with low institutional ownership and those without binding regulatory capital constraints also present significant loss reduction. We link these findings to incentives for improved risk management and governance post treatment. |
| 主题 | Financial Economics |
| 关键词 | Bank regulation Basel ii Measurement approach Monitoring Operational risk |
| URL | https://cepr.org/publications/dp15096 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/544052 |
| 推荐引用方式 GB/T 7714 | Thomas Conlon,Xing Huan,Steven Ongena. DP15096 Operational Risk Capital. 2020. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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