КОЛИЧЕСТВЕНИ ПОДХОДИ ЗА ОЦЕНКА НА ОПЕРАЦИОННИЯ РИСК ВЪВ ФИНАНСОВИЯ СЕКТОР
The article presents foundational definitions of operational risk and outlines methods for its evaluation in the financial sector. We review the basic, standardized and advanced risk indicators.These are contextually situated and critically evaluated. A Monte Carlo approach to estimating key risk in...
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| Veröffentlicht in: | Godishnik na Sofiĭskii͡a︡ universitet "Sv. Kliment Okhridski", Stopanski fakultet = Annuaire de l'Université de Sofia "St. Kliment Ohridski", Faculté des sciences économiques et de gestion Stopanski fakultet = Annuaire de l'Université de Sofia "St. Kliment Ohridski", Faculté des sciences économiques et de gestion, 2021, Vol.20 (1), p.37-56 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | bul ; eng |
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| Online-Zugang: | Volltext |
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| Zusammenfassung: | The article presents foundational definitions of operational risk and outlines methods for its evaluation in the financial sector. We review the basic, standardized and advanced risk indicators.These are contextually situated and critically evaluated. A Monte Carlo approach to estimating key risk indicators is presented and further elaborated upon. The article concludes with a critical evaluation of the approaches presented and outlines the main challenges to their practical implementation. |
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| ISSN: | 1311-8420 |