All Title Author
Keywords Abstract


Basel II Approaches for the Calculation of the Regulatory Capital for Operational Risk

Keywords: Operational risk , advanced measurement approach (AMA) , standardized approach (TSA) , basic indicator approach (BIA)

Full-Text   Cite this paper   Add to My Lib

Abstract:

The final version of the New Capital Accord, which includes operational risk, was released by the Basel Committee on Banking Supervision in June 2004. The article “Basel II approaches for the calculation of the regulatory capital for operational risk” is devoted to the issue of operational risk of credit financial institutions. The paper talks about methods of operational risk calculation, advantages and disadvantages of particular methods.

Full-Text

comments powered by Disqus