论文标题
零售银行业务损失的内部欺诈模式
An internal fraud model for operational losses in retail banking
论文作者
论文摘要
本文为零售银行业务中的运营损失开发了动态的内部欺诈模式。它考虑了国际银行内部零售银行内部欺诈造成的公共运营损失。此外，该模型考虑了内部因素，例如工人的道德质量以及银行经理设定的风险控制。通过测量宏观经济指标（例如GDP增长）和腐败感知对模型所隐含的损失的严重性和频率的影响来验证该模型。总的来说，结果表明，内部欺诈损失是亲绿色的，该国特定的腐败感会对内部欺诈损失产生积极影响。也就是说，当一个国家被认为更腐败时，该国的零售银行将带有更严重的内部欺诈损失。
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.
