This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Multiple statistical concepts such as the Loss Distribution Approach and the Extreme Value Theory, including scenario analysis method, are considered. Custom plausible lo...

The advanced measurement approach (AMA) proposed by the Basel Committee to calculate regulatory capital against operational risk is problematical because there is no consensus on what constitutes this approach, because its implementation is difficult, and because it is unlikely to pay off in terms of costs and benefits. It is argued that there is no obvious reason why the AMA would produce lowe...

Over the last decade, studies of management fashions have shown that the rise and fall of the fashions can be seen as a reflection of a knowledge enterprise, where knowledge of new management techniques is selectively proposed, promoted, and propagated by different stakeholders. This research on management fashions has yielded a number of insightful research questions and a set of methods for i...

Profitability is the ability of Village Credit Institution to generate profits and a ratio that can assess how Institution's profits. The high profitability indicates good performance Institution. This study aims determine effect credit risk, operational liquidity risk on profitability. research was conducted at for period 2017-2021. data collection method used non-behavioral observation with m...