The Operational Risk – Minimum Capital Requirements

Gabriela Victoria Anghelache and Ana Cornelia Olteanu
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Gabriela Victoria Anghelache: The Bucharest Academy of Economic Studies
Ana Cornelia Olteanu: The Bucharest Academy of Economic Studies

Theoretical and Applied Economics, 2009, vol. 07(536), issue 07(536), 29-36

Abstract: 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 a low impact on the business of financial institutions.

Keywords: basic indicator approach; the standardized approach; internal measurement approach; the expected loss; unexpected loss. (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:agr:journl:v:07(536):y:2009:i:07(536):p:29-36

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