Risk-Oriented Approach to Determining Bank’s Capital Size according to Requirements of Basel Committee on Banking Supervision

Serhii V. Hlibko, Nataliya Vnukova, Daria D. Hontar, Hanna V. Anisimova and Anna N. Liubchych

Economic Studies journal, 2019, issue 1, 56-71

Abstract: The article establishes that it is necessary to introduce capital requirements for the Basel Committee on Banking Supervision to improve the regulation of banking activities. The conducted experiment on calculation of the bank's capital for operational risk with different methods showed non-profitability of the results, which requires further improvement of the processes of changes in the banking regulation system based on the Basel regulations. According to the calculations, there is a certain difference between the amounts of necessary reserves for bank’s operational risk. At the same time, using different methods of calculation, we can see various trends over the last three years.

JEL-codes: C10 F65 G21 G32 K29 (search for similar items in EconPapers)
Date: 2019
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.ceeol.com/search/article-detail?id=752937

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bas:econst:y:2019:i:1:p:56-71

Access Statistics for this article

More articles in Economic Studies journal from Bulgarian Academy of Sciences - Economic Research Institute Contact information at EDIRC.
Bibliographic data for series maintained by Diana Dimitrova ().