Basel II delay gives chance for other advanced op risk approaches

The year-long delay to the coming into effect of the Basel II banking accord means global banking regulators can study a broad range of advanced approaches to calculating an operational risk capital charge.

As initially proposed by regulators in January, Basel II contained only one advanced approach to calculating the charge – the internal measurement approach.

But now regulators say they are examining a number of advanced options for measuring the risk of loss to banks from such operational hazards as fraud, technology failure and trade settlement errors.

These include the loss distribution approach that in January they mooted as only a possibility at some stage after Basel II came into effect.


Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here