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Managing Operational Risk: Framework for Financial Institution
Company: Tulane University
Year Of Publication: 2005
Month Of Publication: November
Pages: 19
Download Count: 402
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Comment Num: 0
Language: EN
Source:
Who Can Read: Free
Date: 1-27-2007
Publisher: Administrator
Summary
In this paper we model the effect of an operational risk on the depositors utility and banksprofit. Over period of time, bank introduces various value adding business processes that increaseits shareholder value. However, bank gets exposed to operational risk either due to error in thedesign of process or due to malfunction and misuse of system. Our results show that an attemptto impose a blanket regulation on the banks exposures and efforts to mitigate operational risk canbe welfare reducing. We show that it is optimal from the point of view of depositors and banks’equity holders to allow the bank managements to choose the level operational risk, insurance andlevel of capital requirement
Author(s)
Banerjee, Suman Sign in to follow this author
Banipal, Kulwinder Sign in to follow this author
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