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005 | 20180117182224.0 | ||
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100 |
_aAnouar, Rahmouni Mohamed; _929234 |
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245 | _aOperational Risk Management in Tunisian Banks | ||
300 | _a39-60 P. | ||
520 | _aThe aim of this paper is to study the operational risk in the case of Tunisian banks. It is noted that the higher the banks' average gross banking income, the greater the capital requirement for operational risk. Among Tunisian banks, BIAT's average NBI is the highest (488.307 MTD) which requires a capital of 73.246 MTD, whereas UBCI has an average NBI of 149.983 MTD and requires only 22.497 MTD. This is the result of the nature and volume of the activity of each bank. This approach uses annual reports which have the advantage of being available to all institutions. The results are immediate, but the amount of required capital remains substantial and risk exposure measurement is always rough, and not accurate. It is therefore necessary for Tunisian banks to opt for a more advanced and accurate approach, which allows for estimating capital requirement and building internal models that guarantee a greater sensitivity to real risk | ||
653 | _aRisk management; | ||
653 | _aForeign exchange markets | ||
700 |
_aFakhri, Issaoui _929235 |
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700 |
_a Salem, Brahim _929236 |
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773 | 0 |
_030422 _967183 _aMURTHY, E N _dIUP PUBLICATION HYDERABAD _o5557807 _tOPERATION MANAGEMENT |
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_2ddc _cJA-ARTICLE |