Calculating capital requirements for operational risk

• Autorzy: Waschbusch Gerd , Kiszka Sabrina

Identyfikatory

DOI

10.7494/manage.2021.22.1.35

• Języki publikacji: EN

Abstrakty

EN

Operational risks have become increasingly important for banks, especially against the background of growing IT dependency and the increasing complexity of their activities. Further-more, the corona pandemic contributed to the increased risk potential. Therefore, banks have to back these risks with own funds. There are currently three measurement approaches for determining the capital requirements for operational risk. In recent years, and especially during the Great Financial Crisis of 2007/2008, however, some of the weaknesses inherent in these approaches have become apparent. Thus, the Basel Committee on Banking Supervision revised the current capital framework. Therefore, this article examines the various measurement approaches, addresses inherent weaknesses and moreover, presents the future measurement approach developed by the supervisory authorities.

Słowa kluczowe

EN

banking; banking supervision; operational risk; measurement approaches

PL

bankowość; nadzór bankowy; ryzyko operacyjne; metody pomiaru

• Wydawca: Wydawnictwa AGH
• Czasopismo: Managerial Economics
• Rocznik: 2021
• Tom: Vol. 22, no. 1
• Strony: 35--59
• Opis fizyczny: Bibliogr. 33 poz., tab.

Twórcy

autor

Waschbusch Gerd

• Saarland University

autor

Kiszka Sabrina

• Saarland University

Bibliografia

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