Op risk charge up for grabs again?

The charge for operational risk may be altered in the upcoming third consultation paper (CP3) from the Basel Committee on Banking Supervision, due out in May.

Speculation about changes to the charge was sparked in part by the results of the 2002 loss data collection exercise for operational risk, (LDCE) published in mid-March by the Basel Committee. The results of the exercise showed that banks hold, on average, 15.46% of their total economic capital for operational risk. The Basel Committee's Working paper on the regulatory treatment of operational risk, September 2001, had slashed the charge to 12%, from a previous level of 20%.


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