EconPapers    
Economics at your fingertips  
 

Different Approaches to Regulatory Capital Calculation for Operational Risk

Ewa Dziwok ()
Additional contact information
Ewa Dziwok: University of Economics

A chapter in Contemporary Trends and Challenges in Finance, 2018, pp 135-143 from Springer

Abstract: Abstract Changes in operational risk environment caused by globalization, information technology development and deregulations, have been significantly influencing banking industry and operational risk management process. This continuous evolution has forced to create an appropriate regulatory framework. Starting from Basel I Accord where market and credit risk were controlled, Basel II regulatory framework introduced an operational risk category and capital requirements for the losses connected with operational risk. The problem has raised during and after the financial crisis, when despite an increase in the number and severity of operational risk events, capital requirements for operational risk remained stable or even fell for the standardized approaches. As a consequence, the new Standardized Approach was proposed in 2015 and implemented by most biggest banks. The aim of the paper is to compare different approaches proposed under Basel II for modeling operational risk and to discuss new Basel IV proposals of regulatory capital charge for the operational risk.

Date: 2018
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:prbchp:978-3-319-76228-9_13

Ordering information: This item can be ordered from
http://www.springer.com/9783319762289

DOI: 10.1007/978-3-319-76228-9_13

Access Statistics for this chapter

More chapters in Springer Proceedings in Business and Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-04-01
Handle: RePEc:spr:prbchp:978-3-319-76228-9_13