Comprehensive identification of operational risk factors based on textual risk disclosures
Abstract
Operational risk events occur in almost all processes of bank’s operation and management. Due to the dispersion and complexity of operational risk, few previous studies answer how many types of factors affect bank operational risk totally. This paper first introduces the text mining approach into operational risk domain to comprehensively identify risk factors leading to operational risk from textual risk disclosures. Based on 36573 risk factor...
Paper Details
Title
Comprehensive identification of operational risk factors based on textual risk disclosures
Published Date
Jan 1, 2018
Journal
Volume
139
Pages
136 - 143
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