Abstract:
اهداف: در سالهای اخیر بعد از بحرانهای اقتصادی بهوجودآمده، ارزش ارزیابی ریسک عملیاتی در صنعت مالی مشاهده شد که بیشترین تأثیر ریسک عملیاتی بر صنعت بانکداری بود؛ درنتیجه بعد از بحران مالی توجه بیشتری به ارزیابی ریسک عملیاتی در صنعت بانکی شد. ریسک عملیاتی بهعنوان ریسک زیان ناشی از نبودِ کفایت یا ناکارآمدی فرآیندهای داخلی، افراد و سیستمها یا حوادث خارجی تعریف میشود. در این راستا مؤسسات و بانکها با استفاده از رویکردهای مختلف ازجمله کمیتۀ بازل در پی ارزیابی ریسک عملیاتی بودند. هدف، مروری بر مدیریت ریسک عملیاتی در صنعت بانکی است.روش: پژوهش حاضر، کاربردی و از منظر گردآوری اطلاعات اسنادی فراترکیب است. با استفاده از روش فراترکیب، 643 سند پژوهش مرتبط بین سالهای 2000 تا 2022 از پایگاههای علمی معتبر فراخوانی شده است که با بهکارگیری این روش، 43 سند نهایی مبنای استخراج یافتهها قرار گرفت.نتایج: با این روش درنهایت، 5 مقولۀ اصلی که عبارت است از ریسک عملیاتی، ارزیابی ریسک، روشهای کمیسازی، تحلیل و مدیریت ریسک، 10 مقولۀ فرعی، 43 مفهوم و 169 کد شناسایی شد. نتایج براساس نظر متخصصان با شاخص کاپای 756/0 تأیید شد.
In recent years, after the economic crises, the value of operational risk assessment has been observed in the financial industry, while the biggest impact of operational risk has been on the banking industry. As a result, more attention has been paid to operational risk assessment in the banking industry after the financial crisis. Operational risk is defined as the risk of loss caused by the inadequacy or inefficiency of internal processes, people, systems, or external events. In this regard, institutions and banks have been looking for operational risk assessment by taking different approaches, including the approaches of the Basel Committee. The current research aimed to review operational risk management in the banking industry. Using the meta-synthesis method, 643 related research documents between 2000 and 2022 were gathered from among reliable scientific databases. By using this method, 43 final documents made the basis for extracting the findings. Finally, this method identified 5 main categories, including operational risk, risk assessment, risk quantification methods, risk analysis, and risk management, as well as 10 subcategories consisting of 43 concepts and 169 codes. The results were confirmed based on the experts’ opinions with a kappa index of 0.756.Keywords: Operational risk, Advanced Measurement Approach, Basic Index Approach, Standard Approach, Risk Management. IntroductionThe significant losses suffered by financial and non-financial institutions from various non-credit and non-market processes and factors have made many managers and decision-makers of these organizations pay attention to the field of "operational risk". Operational risk and its management methods are significant topics in the banking industry. They have potential effects on the performance of banks and financial institutions. According to the conducted research, authors have looked at risk from different perspectives. The relevant groups have focused on the definition of risk, classification of operational risk events, measurement and characteristics of operational risk management, and comparative analysis of different estimates (Barakat & Hussainey, 2013). Method and DataThe current study was an applied research based on collecting documentary information. Using the meta-combination method, 643 related research documents between 2000 and 2022 were gathered from reliable scientific databases. By using this method, 43 documents finally made the basis for extracting the findings. FindingsUsing the meta-synthesis method, 643 related research documents between 2000 and 2022 were gathered from reliable scientific databases. By using this method, 43 documents made the basis for extracting the findings. Finally, this method identified 5 main categories, including operational risk, risk assessment, risk quantification methods, risk analysis, and risk management, as well as 10 subcategories, 43 concepts, and 169 codes. The results were confirmed based on the experts’ opinions with a kappa index of 0.756. Discussion of results & Conclusion In this research, the studies conducted in the field of operational risk were classified by using the meta-synthesis method. The meta-synthesis method was consisted of 7 steps. First, the questions related to the research were designed. In the second stage of the systematic literature review, 643 related articles in the field of operational risk from 2000 to 2022 were collected. In the next step, the related articles were selected based on title, abstract, and text. Then, 43 related articles were identified and 169 codes were extracted. Afterwards, the data analysis and data synthesis were done and the numbers of main categories, subcategories, and concepts were identified. In the sixth stage, quality control was performed and used to determine the value of Cronbach's alpha from the experts’ points of view. In the last stage, the relationships between the research findings were shown by using a tree diagram. In the field of operational risk, the meta-synthesis method had not been used for systematic review, classification, and categorization of the results of the articles. In this research, unlike the previous research, the related articles were classified by using the meta-synthesis method. Then, the categories and concepts were extracted and the relationships between them were shown in the form of a tree diagram.
Machine summary:
در اين پژوهش از روش فراترکيب براي ترکيب مطالعات پيشين ريسک عملياتي در صنعت بانکداري به منظور بررسي يافته هاي 1.
Yang & Gyekis جدول (١) واژگان کليدي جستجوشده در پايگاه هاي علمي Table (1) Keywords searched in scientific databases واژگان کليدي ريسک عملياتي، رويکرد اندازه گيري پيشرفته ، روش توزيع زيان ، رويکرد شاخص پايه ، رويکرداستاندارد، رويکرداستانداردشدة جديد، مديريت ريسک ، پايگاه دادة ريسک عملياتي در گام سوم ، جستجو و غربال مقالات انجام شده و نتايج به دست آمده است .
oPfOhemdoatdaecoollreoctpeedraftrioonmaChiisnke:sEexcpoemriemnecreciawlibhanhkes analysis 2019 Marco Migueis fEovraolupaetriantigontahlerAskMAapitaanld the new standardized approach 2018 Xingnan Jiang bOapnekrsational risk and its impact on North American and British 2011 Helder Ferreira De Mendonc¸et al iEnsdtiumstartyi:on Bofraezciolinaonmciacscapital for operational risk in banking 2021 Isis Bonet, et al.
rAispkplying fuzzy scenarios for the measurement of operational 2004 Chavez-Demoulin and Embrechts Advanced Extremal Models for Operational Risk ارزيابي ريسک BAanyeasniaalnysaipsporonacohpe(r2a0ti0o7n–a2l0r1is1k) in international banking: A José Francisco Maalr.
Monte-Carlo Sampling Method for Operational Risk Management گام ششم ، روش فراترکيب کنترل کيفيت است .
(به تصویر صفحه مراجعه شود) شکل (٣) مدل درختي ريسک عملياتي در صنعت بانکداري تا دو سطح Figure (3) Tree model of operational risk in the banking industry up to two levels نتايج و پيشنهادها در فضـاي حاکم بر دنياي کسـب وکار امروز، صـنعت بانکداري نقش مهمي در اقتصـاد هر کشـوري ايفا ميکند.
An analysis on operational risk in international banking: A Bayesian approach (2007–2011).
An Application of Bayesian Inference on the modeling and estimation of operational risk using banking loss data.