メインコンテンツに移動

Research shows op risk capital will surpass market risk capital

A new research paper from the Federal Reserve Bank of Boston shows that the amount of capital that will be set aside under the new Basel II rules "will often exceed capital held for market risk, and that the largest banks could choose to allocate several billion dollars in capital to operational risk."

The paper, Capital and risk: New evidence on implications of large operational losses, was posted on the Federal Reserve Bank of Boston’s website in early October. It follows on from another that was published in April of this year, Using loss data to quantify operational risk, by the same authors. Both papers use external data from databases owned by OpVantage, a subsidiary of FitchRisk, and

コンテンツを印刷またはコピーできるのは、有料の購読契約を結んでいるユーザー、または法人購読契約の一員であるユーザーのみです。

これらのオプションやその他の購読特典を利用するには、info@risk.net にお問い合わせいただくか、こちらの購読オプションをご覧ください: http://subscriptions.risk.net/subscribe

現在、このコンテンツをコピーすることはできません。詳しくはinfo@risk.netまでお問い合わせください。

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 Risk.net? View our subscription options

Most read articles loading...

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

ログイン
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