Case—Quantifying Operational Risk in Financial Institutions | Zendy

Brian D. Keller | Zendy; Güzi̇n Bayraksan | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

Case—Quantifying Operational Risk in Financial Institutions

Author(s) -

Brian D. Keller,

Güzi̇n Bayraksan

Publication year - 2012

Publication title -

informs transactions on education

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.161

H-Index - 3

ISSN - 1532-0545

DOI - 10.1287/ited.1110.0075cs

Subject(s) - nexus (standard) , business , financial institution , risk management , institution , financial risk , finance , financial risk management , financial system , computer science , political science , law , embedded system

Risk management is essential in today's business environment for banks and other financial institutions to survive in highly competitive and volatile market environments. As the nexus of financial institutions grows ever more complex, sound risk management practices, or the lack thereof, affect more than just the individual institution. The subprime mortgage debacle in 2008 has clearly demonstrated this fact.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research