2018
DOI: 10.1504/ijtgm.2018.097276
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New approach to operational risk measurement in banks

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“…It is the least understood and most challenging risk to measure, manage and monitor. In line with the Basic Indicator Approach (BIA) of Basel II, this study adopts the ratio of 15% of three years average gross income to total equity to measure this risk (Dziwok, 2018; Xu et al , 2019). The z-score measures the likelihood that a bank will go bankrupt for being unable to meet debt obligations, also known as insolvency risk (Duho et al , 2020b; Onumah and Duho, 2019).…”
Section: Methodsmentioning
confidence: 99%
“…It is the least understood and most challenging risk to measure, manage and monitor. In line with the Basic Indicator Approach (BIA) of Basel II, this study adopts the ratio of 15% of three years average gross income to total equity to measure this risk (Dziwok, 2018; Xu et al , 2019). The z-score measures the likelihood that a bank will go bankrupt for being unable to meet debt obligations, also known as insolvency risk (Duho et al , 2020b; Onumah and Duho, 2019).…”
Section: Methodsmentioning
confidence: 99%