Mr Prosun Chatterjee is an executive in Audit Department in a third largest private sector bank in India. He received his Post Graduate Degree in Banking and Financial Services from National Institute of Bank Management, Pune, India. He received his Bachelor's degree in Information Technology from Heritage Institute of Technology, Kolkata, India in 2014. He has three years of professional experience in Banking and Financial services with India's largest government owned bank - State Bank of India (SBI) prior to his post graduate degree. His areas of interest and research are in Operational Risk and Audit.
Quantification of regulatory capital for management of operational risk in banks: study from an emerging market economy
This paper studies the various methodologies used by an Indian bank in its operational risk management activities: these include loss database analysis, risk control self-assessment and key risk indicator (KRI) identification.