Is The Size Of An Operational Loss Related To Firm Size?


The European Commission recently proposed that capital charges for operational risk might be based on the size and income of an institution (Risk Management Operations, 13 December).

While it seems intuitive that operational risk is to some degree a function of firm size, the nature of this relationship is not straightforward. We therefore conducted a study to empirically test one aspect of this relationship: whether the magnitude of a loss experienced by a firm is correlated with the size of the

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here