The study, called the loss data collection exercise, is in its third year. It is based on information collected in 2002 and shows that of the 47 banks that provided information on economic capital, the amount of economic capital in each business line varied considerably. Retail banking received the highest portion, 45.5%, while Agency Services received the lowest, 6.52%.
The BIS said 89 banks participated in the 2002 edition, compared with 30 in the 2001 version of the survey. More banks prov
To continue reading...
Start a Risk.net Trial
Register for a Risk.net Business trial to access this article. Sign up today and get access to: