Basel II and Operational Risk - Overview of Key Concerns
نویسندگان
چکیده
منابع مشابه
Operational risk : A Basel II++ step before Basel III
Following the Banking Committee on Banking Supervision, operational risk quantification is based on the Basel matrix which enables sorting incidents. In this paper we analyze these incidents in depth and propose strategies for carrying out the supervisory guidelines proposed by the regulators. The objectives are as follows: • On the first hand, banks need to provide a univariate capital charge ...
متن کاملPractices and Issues in Operational Risk Modeling under Basel Ii
We provide an introduction and overview to operational risk modeling according to the Basel II legal documents and summarize observed practices and issues as well as suggested approaches for measuring and quantifying operational risk.
متن کاملOperational risk , payments , payment systems , and implementation of Basel II in Latin America : recent developments
Banking is a risky business, and only taking on risks in a professional manner will allow for a healthy business. But, as we all know, the banking and payment industries are not like most other businesses. Given the importance of financial intermediation for the economy and the need to have a functioning infrastructure in order to allow for a speedy and safe transmission of information between ...
متن کاملde Travail du Centre d ’ Economie de la Sorbonne Operational risk : A Basel II + + step before Basel
Following the Banking Committee on Banking Supervision, operational risk quantification is based on the Basel matrix which enables sorting incidents. In this paper we analyze these incidents in depth and propose strategies for carrying out the supervisory guidelines proposed by the regulators. The objectives are as follows: • On the first hand, banks need to provide a univariate capital charge ...
متن کاملOperational risk management in financial institutions: Process assessment in concordance with Basel II
The improvement of banks’ operational risk management frameworks concerns new requirements addressed in the Basel II Framework, a new capital adequacy regulation proposed by the Basel Committee on Banking Supervision (BCBS). Basel II will apply to internationally active banks and to all banks and investment firms in the EU via transposition of a new Directive into national regulations. By doing...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2004
ISSN: 1556-5068
DOI: 10.2139/ssrn.877037