METHODOLOGICAL ISSUES OF BANKING OPERATIONAL RISK MANAGEMENT

Aggregation Issues in Operational Risk

In this paper we study copula-based models for aggregation of operational risk capital across business lines in a bank. A commonly used method of summation of the value-at-risk (VaR) measures, that relies on a hypothesis of full correlation of losses, becomes inappropriate in the presence of dependence between business lines and may lead to over-estimation of the capital charge. The problem can...

Treatment non-response in OCD: methodological issues and operational definitions.

While controlled trials with SRIs have demonstrated a selective efficacy in obsessive-compulsive disorder (OCD), up to 40-60% of patients do not have a satisfactory outcome. Non-response to treatment in OCD is associated with serious social disability. There are a large number of non-responsive patients, and they are difficult to cluster due to ambiguities in the diagnostic criteria, possibilit...

E-Banking Management: Issues, Solutions, and Strategies

Comparing medicine and management: methodological issues

BACKGROUND In the study of medicine and management, there is a strong interest in cross-country comparison. Across healthcare systems in industrialised countries, New Public Management has provided a similar reform template, but new governing arrangements exhibit significant national variations. The comparative perspective also offers a leverage to overcome the resistance focus of earlier studi...

Methodological issues of confounding in analytical epidemiologic studies

Background: Confounding can be thought of as mixing the effect of exposure on the risk of disease with a third factor which distorts the measure of association such as risk ratio or odds ratio. This bias arises because of complex functional relationship of confounder with both exposure and disease (outcome). In this article, we provided a conceptual framework review of confounding issues in epi...