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

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