ریسک عملیاتی به عنوان یک تابع از وضعیت اقتصاد
|کد مقاله||سال انتشار||مقاله انگلیسی||ترجمه فارسی||تعداد کلمات|
|50058||2011||6 صفحه PDF||سفارش دهید||4906 کلمه|
Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)
Journal : Economic Modelling, Volume 28, Issue 5, September 2011, Pages 2137–2142
This paper examines the frequency and severity of the operational losses incurred by U.S. firms during the period 1990–2007, as reported by Fitch Risk. The losses are examined in relation to the state of the U.S. economy as represented by the unemployment rate, which is the macroeconomic variable that is most intuitively appealing in terms of association with the incidence of operational losses. The results of structural time series modelling reveal that while total severity and average severity are positively related to the unemployment rate, the frequency of losses is not.