the Capital Requirements for Financial Institutions in The Context of Basel II
Company: Annales Universitatis Apulensis Series Oeconomica
Year Of Publication: 2009
Month Of Publication: March
Pages: 10
Download Count: 5
View Count: 64
Comment Num: 0
Language: English
Source: working paper
Who Can Read: Free
Date: 7-25-2010
Publisher: Administrator
Summary
In this article we analyze and present the steps that banks should take in implementing the proposed regulations by the Basel Committee in order to create the necessary framework for the operational risk management. Therefore the first part is an introduction where we explain the basic effects of the operational risk. Then we continue with the operational risk approaches: basic indicator approach, standardized approach and advanced measurement approach. Also we present a case study for the Romanian market and stated the most important benefits that are derived from quantification of operational risk and how to mitigate it. This last section represents the conclusion remarks of the paper.
(volume 11, number 1)
(volume 11, number 1)
Author(s)
Find all documents with these keywords:
operational risk Basel II regulatory capital AMA LDA Advanced Measurement Approach capit
Find all documents in these Categories:
VaR Uses——Operational Risk
operational risk Basel II regulatory capital AMA LDA Advanced Measurement Approach capit
Find all documents in these Categories:
VaR Uses——Operational Risk
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