Japanese Risk -- Sakura Bank’s Approach To The Measurement Of Operational Risk


Sakura Bank views operational risk as consisting of processing risk and systems risk, and is developing models to measure it as such

Our approach to operational risk stems from the idea that it should be measured on the same basis as credit risk and market risk so that the three categories can be compared with each other. The purpose of this paper is to introduce such a concept.


An obscure notion seems to have become prevalent in Japanese banks that operational risk is somethin

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net 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 indvidual account here: