Essays on operational risk in the banking industry

This thesis consists of three distinct essays on operational risk in the U.S. banking industry. The first essay investigates whether operational risk events trigger rating agencies, such as S&P, to downgrade credit ratings of affected U.S. banks over the period 1990 to 2014. Our results suggest...

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Bibliographic Details
Main Author: Persand-Gujadhur Gya, Hurvashee
Format: Thesis (University of Nottingham only)
Language:English
Published: 2020
Subjects:
Online Access:https://eprints.nottingham.ac.uk/60964/