Add to ORKGIn an effort to bolster soundness standards in banking, the 2006 international regulatory agreement of Basel II requires globally active banks to include operational risk in estimating regulatory and economic capital to be held against major types of risk. This paper discusses practical issues faced by a bank in designing and implementing an operational risk capital model. Focusing on the use of the Loss Distribution Approach (LDA) in the context of the Basel Advanced Measurement Approach (AMA), pertinent topics of future research are suggested
Operational Risk is defined by Basel Committee as “the risk of loss resulting from inadequate or fai...
In Basel II Capital Accord, the Advanced Measurement Approaches (AMA) is stated as one of the pillar...
In January 2001 the Basel Committee on Banking Supervision published the proposal for a new capital ...
In an effort to bolster soundness standards in banking, the 2006 international regulatory agreement ...
The management of operational risk in the banking industry has undergone significant changes over th...
Under the capital requirements of the Basel II regime, banks have to provide estimates of their oper...
Under the capital requirements of the Basel II regime, banks have to provide estimates of their oper...
In this paper, we explore the Loss Distribution Approach (LDA) for computing the capital charge of a...
Operational risk has become recognized as a major risk class because of huge operational losses expe...
Amid increased size and complexity of the banking industry, operational risk has a greater potential...
This paper focuses on modeling the real operational data of an anonymous Central European Bank. We h...
Operational risk management in banking has assumed such importance during the last decade. It has be...
Within the financial industry Operational Risk is a relatively new concept, but within recent years ...
Within the financial industry Operational Risk is a relatively new concept, but within recent years ...
In June 2004 the Committee published a revised framework for the international convergence of capita...
Operational Risk is defined by Basel Committee as “the risk of loss resulting from inadequate or fai...
In Basel II Capital Accord, the Advanced Measurement Approaches (AMA) is stated as one of the pillar...
In January 2001 the Basel Committee on Banking Supervision published the proposal for a new capital ...
In an effort to bolster soundness standards in banking, the 2006 international regulatory agreement ...
The management of operational risk in the banking industry has undergone significant changes over th...
Under the capital requirements of the Basel II regime, banks have to provide estimates of their oper...
Under the capital requirements of the Basel II regime, banks have to provide estimates of their oper...
In this paper, we explore the Loss Distribution Approach (LDA) for computing the capital charge of a...
Operational risk has become recognized as a major risk class because of huge operational losses expe...
Amid increased size and complexity of the banking industry, operational risk has a greater potential...
This paper focuses on modeling the real operational data of an anonymous Central European Bank. We h...
Operational risk management in banking has assumed such importance during the last decade. It has be...
Within the financial industry Operational Risk is a relatively new concept, but within recent years ...
Within the financial industry Operational Risk is a relatively new concept, but within recent years ...
In June 2004 the Committee published a revised framework for the international convergence of capita...
Operational Risk is defined by Basel Committee as “the risk of loss resulting from inadequate or fai...
In Basel II Capital Accord, the Advanced Measurement Approaches (AMA) is stated as one of the pillar...
In January 2001 the Basel Committee on Banking Supervision published the proposal for a new capital ...