Assecs the Efficiency of Operational Risk Management in Russian Banks
https://doi.org/10.32686/1812-5220-2020-17-2-102-119
Abstract
This study examines the efficiency of operational risk management of 85 Russian commercial banks during the period 2008—2017. This study uses data envelopment analysis (DEA) with financial ratios to assess the efficiency of operational risk management. The study adopts the basic indicator approach (BIA) to measuring operational risk. Also, the study adopts net interest margin (NIM), return on assets (ROA), and return on equity (ROE) for measuring banks performance. The study found that the small banks were the most effective in managing operational risk, while large banks were more efficient than medium banks.
About the Author
Jalal H. Abu-Alrop
Kazan Federal University
Russian Federation
Russian Federation
420008, Republic of Tatarstan, Kazan, Cremlyovskaya str., 18
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Review
For citations:
Abu-Alrop J.H. Assecs the Efficiency of Operational Risk Management in Russian Banks. Issues of Risk Analysis. 2020;17(2):102-119. https://doi.org/10.32686/1812-5220-2020-17-2-102-119
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