NDLI: Research on evaluating and measuring operational risk in commercial banks based on internal control

Content Provider	IEEE Xplore Digital Library
Author	Baobao Li Yanfeng Wang
Copyright Year	2015
Description	Author affiliation: Coll. of Econ. & Manage., Nanjing Univ. of Aeronaut. & Astronaut., Nanjing, China (Baobao Li) \|\| Sch. of Manage. & Eng., Nanjing Univ., Nanjing, China (Yanfeng Wang)
Abstract	Operational risk covers all operations of commercial banks and has a close relationship with the bank's internal control. However, in the commercial banks' management practice, internal control is always separated from the operational risk measurement. With the increasing of operational risk events in recent years, operational risk has been given more and more attention by regulators and management. The paper first discussed the relationship between internal control and operational risk management and used CVaR-POT model to measure operational risk, and then put forward a modified measurement method (to use operational risk evaluation results to modify the measurement results of the CVaR-POT model). The paper also analyzed the necessity and rationality of this method. The method takes into consideration the influence of internal control. It improves the accuracy and effectiveness of operational risk measurement, and saves the economic capital for commercial banks, avoiding the drawbacks of using some mainstream models one-sidedly.
Sponsorship	IEEE
Starting Page	604
Ending Page	610
File Size	2073820
Page Count	7
File Format	PDF
ISBN	9781479983742
e-ISBN	9781479983759
DOI	10.1109/GSIS.2015.7301814
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2015-08-18
Publisher Place	UK
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Reactive power internal control operational risk commercial banks risk measurement Standards
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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