Comments to the Consultative Document on Operational Risk Annex: Methodology of the Capital Charge Calculation

ثبت نشده
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The New Basel Capital Accord Comments of Finnish Authorities on the Second Consultative Document to the New Basel Capital Accord

On 16 January 2001, the Basel Committee on Banking Supervision released its consultative document on The New Basel Capital Accord. This paper presents the views of Finnish Authorities (Bank of Finland, Financial Supervision Authority and Ministry of Finance) on the document. Our comments on the Consultation Document concentrate on a number of key issues and are summarised as follows. The detail...

متن کامل

Standardized Measurement Approach for Operational risk: Pros and Cons

This response has been put together by academics and in total independence of any corporate or individual interests. Our results are solely driven by scientific analysis and presented in the interest of the financial and business community, both the regulated entities and the regulators alike. The response addresses the Standardised Measurement Approach (SMA) proposed in the Basel Committee for...

متن کامل

Operational Risk and Insurance: A Ruin-probabilistic Reserving Approach

A new methodology for financial and insurance operational risk capital estimation is proposed. It is based on using the finite time probability of (non)ruin as an operational risk measure, under a general ruin probability model, according to which operational losses may have any joint (dependent) discrete or continuous distribution, and the function, describing the accumulation of risk capital ...

متن کامل

Granularity adjustment for Basel II

The credit value-at-risk model underpinning the Basel II Internal Ratings-Based approach assumes that idiosyncratic risk has been diversified away fully in the portfolio, so that economic capital depends only on systematic risk contributions. We develop a simple methodology for approximating the effect of undiversified idiosyncratic risk on VaR. The supervisory review process (Pillar 2) of the ...

متن کامل

The Strategic Significance of Intellectual Capital Information

*Notes: The authors would like to thank the NSW Department of Lands for participating in the research project and for their financial support and commitment, the Australian Government Consultative Committee on Knowledge Capital for their ongoing support, the Centre for Management of Knowledge Capital at Macquarie Graduate School of Management, the Macquarie University external collaborative gra...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2001