零售银行业务操作损失的内部欺诈模型
An internal fraud model for operational losses in retail banking
摘要：
本文建立了一个零售银行业务操作损失的动态内部欺诈模型。它考虑了一组国际银行内部零售银行业务欺诈所造成的公共运营损失。此外，该模型还考虑了内部因素，如工人的道德素质和银行管理人员设定的风险控制。该模型是通过衡量宏观经济指标，如国内生产总值增长和腐败的看法对模型所暗示的损失的严重性和频率的影响进行验证。总体而言，结果表明，内部欺诈损失是顺周期的，具体国家的腐败观念对内部欺诈损失有积极影响。也就是说，当一个国家被认为更腐败时，该国的零售银行业将面临更严重的内部欺诈损失。
英文摘要：
This paper develops a dynamic internal fraud model for operational losses in retail banking. It considers public operational losses arising from internal fraud in retail banking within a group of international banks. Additionally, the model takes into account internal factors such as the ethical quality of workers and the risk controls set by bank managers. The model is validated by measuring the impact of macroeconomic indicators such as GDP growth and the corruption perception upon the severity and frequency of losses implied by the model. In general,results show that internal fraud losses are pro-cyclical, and that country specific corruption perceptions positively affects internal fraud losses. Namely, when a country is perceived to be more corrupt, retail banking in that country will feature more severe internal fraud losses.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
