연구정보
[정책] A few rotten apples: non-performing loans, external frauds, and operational losses in a leading Indian bank
인도 국외연구자료 연구보고서 - Indian Institute of Management Bangalore (IIMB) 발간일 : 2024-01-26 등록일 : 2024-01-26 원문링크
Using novel, proprietary data on operational losses from a large government-owned bank in India, we provide evidence that only 3% operational risk events (particularly external frauds) account for more than 80% of aggregate operational losses. Operational losses are power-law distributed and exhibit steep increases in their tail operational value-at-risk. We also show that extreme operational losses in a given year are driven mostly by the previous year’s
NPL (non-performing loan) level, with a one standard deviation rise in NPLs associated with about a 1% rise in extreme operational losses.
본 페이지에 등재된 자료는 운영기관(KIEP) 및 EMERiCs의 공식적인 입장을 대변하고 있지 않습니다.
이전글 | [경제] Blue Economy and Bangladesh: A Balanced Approach Between Development and Co... | 2024-01-26 |
---|---|---|
다음글 | [정책] Toward an Inclusive Climate Policy in the Indo-Pacific | 2024-02-02 |