Sundmacher, Maike; Trayler, Rowan; Doherty, Peter; … - University of Western Sydney; University of Western Sydney; … - 2004
capital standards, known as Basel II. The proposal includes a formal capital charge against operational risk in the business … activities of banks. The calculation of an operational risk capital charge is based on a spectrum of three increasingly … capital charge for operational risk, while the most sophisticated approach, the Advanced Measurement Approaches, use a bank …