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...

In this article we analyze and present the steps that banks should take in implementingthe proposed regulations by the Basel Committee in order to create the necessary framework for theoperational risk management. Therefore the first part is an introduction where we explain the basiceffects of...

In many cases operational risks tend to be underestimated, considering that the losses they cause are generally minor can’t threatening the survival of a bank. Losses resulting from these events come from a complex interaction between organizational factors, personal and market that do not fit...