Bank of Italy official posts op risk paper

- By Risk Staff
- 24 Aug 2004

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Marco Moscadelli, an officer in the banking supervision department, says: “The purpose of this paper is to increase the level of understanding of op risk within the financial system, by exploring the statistical behaviour of the abundant data collected by the Basel Committee – more than 47,000 observations from 89 internationally active banks – and going on to derive bottom-up capital charge figures and gross income-related coefficients for the business lines envisaged in the revised

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