Journal of Operational Risk
ISSN:
1744-6740 (print)
1755-2710 (online)
Editor-in-chief: Marcelo Cruz
Capital charges for operational risk in the Indian banking sector: alternative measures
Romar Correa, Swati Raju
Abstract
ABSTRACT
We present estimates of operational risk capital charges for Indian banks using two Basel II approaches, namely the basic indicator approach and the standardized approach, as well as two alternative approaches, the cost-to-asset ratio and the cost-to-income ratio. We find that a substantial proportion of the additional capital requirements fall to public sector banks rather than private sector ones.
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Copyright Infopro Digital Limited. All rights reserved.
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