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Year of publication
Subject
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basic indicator approach 2 the standardized approach 2 Bank risk 1 Bankrisiko 1 Basel Accord 1 Basler Akkord 1 Emerging economies 1 Operational risk 1 Operationelles Risiko 1 Risikomanagement 1 Risk management 1 Schwellenländer 1 internal measurement approach 1 key risk indicators 1 operational risk 1 operational risk capital charge 1 risk control self-assessment 1 the expected loss 1 unexpected loss 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Anghelache, Gabriela Victoria 1 Chatterjee, Prosun 1 Kumar, K. Naveen 1 Olteanu, Ana Cornelia 1
Published in...
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The journal of operational risk 1 Theoretical and Applied Economics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Quantification of regulatory capital for management of operational risk in banks : study from an emerging market economy
Kumar, K. Naveen; Chatterjee, Prosun - In: The journal of operational risk 15 (2020) 3, pp. 97-121
Persistent link: https://www.econbiz.de/10012497147
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Cover Image
The Operational Risk – Minimum Capital Requirements
Anghelache, Gabriela Victoria; Olteanu, Ana Cornelia - In: Theoretical and Applied Economics 07(536) (2009) 07(536), pp. 29-36
This paper aims to present how to quantify the minimum capital requirement for operational risk using three approaches proposed by the Basel Committee to identify optimal allocation of capital, given that until recently to this risk has been allocated a minimum attention, considering that it has...
Persistent link: https://www.econbiz.de/10005004935
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