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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)

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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.


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