Browsing by Subject "Operational risk"
Now showing items 1-10 of 14
-
A comparison of VaR estimates in risk management
(North-West University (South Africa) , Potchefstroom Campus, 2016)In risk management one is often concerned with estimating high quantiles of the underlying distribution of a given sample of data. This is known to be challenging, especially if the quantile of interest is extremely high. ... -
Current practices and guidelines for classifying credit risk boundary events : a South African approach
(North-West University, 2011)The financial crisis turmoil has exposed notable weakness in the risk management processes of the financial services industry. It has also led to a critical look at the scope of the various risk types as well as the ... -
The financial crisis : reforming the South African risk management environment
(North-West University, 2010)The global financial crisis that commenced in June 2007 has been described as the most serious financial crisis since the Great Depression of the 1930s. It resulted in considerable international distress with almost all ... -
Legal risk and compliance risk in the banking industry in South Africa
(North-West University, 2013)The Basel Committee on Banking Supervision has defined operational risk, legal risk and compliance risk. However, the definitions might not be adequate for countries with a hybrid legal system, such as South Africa. This ... -
The management of operational risk in South African banks
(North-West University, 2003)One of the biggest problems South African banks are experiencing when managing operational risk is the lack of a single definition for operational risk. Operational risk can take many forms; for example computer system ... -
Measuring operational risk in the ALCO process
(North-West University, 2008)In the last decade, the financial service industry has become increasingly aware of the dangers posed by operational risk. Profound changes in the economic and financial environment have made it necessary for banks in ... -
Measuring reputational risk in the South African banking sector
(2015)With few previous data and literature based on the South African banking sector, the key aim of this study was to contribute further results concerning the effect of operational loss events on the reputation of South African ... -
Mechanisms to identify synergies between compliance and operational risk functions
(2016)Academic literature is limited on how to coordinate the compliance and operational risk functions in organisations. The functional overlap between these two functions in financial institutions, such as banks, may result ... -
Quantitative response to the operational risk problems of external data scaling and dependence structure optimization for capital diversification
(North-West University, 2018)In this study we aim to provide a quantitative response to the two respective operational risk problems of i) external data scaling, and ii) dependence structure optimization for capital diversi cation. The study is hosted ... -
Reputational risk: depositor behaviour in South Africa
(North-West University (South Africa). Vanderbijlpark Campus, 2019)The central function of a bank inherently exposes it to various financial risks where each of these risks has the possibility to influence stakeholders’ perception. This perception, which is linked to the trustworthiness, ...
