OPERATIONAL RISK IN CONTEXT OF SLOVAK BANKING SECTOR

The article deals with the analysis of operational risk in commercial banking in Slovakia. The importance of operational risk has increased due to Basel II including capital requirements for operational risk in new concept of capital adequacy. The aim of this paper is to quantify the relationship between operational risk and selected variables in terms of commercial banks in Slovakia. First part analyses the Slovak banking sector in terms of capital adequacy and capital requirement for operational risk. In analytical part we examine with help of regression models the relationship between operational risk and selected variables, to find out what are the key factors affecting operating losses in commercial banks.