A Risk-Control Model For Operational Risk Capital


Basle II's op risk proposals should allow for a simple internal model, argues Tony Blunden in his second article on the new capital adequacy accord

A simple internal model for calculating operational risk capital charges for banks could easily be available in time for the new global capital adequacy accord due to come into force in 2004. The databases required already exist.

Basle II, the new capital accord put forward by the Basle Committee of banking supervisors from the Group of 10 leading

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