A risk-control model for operational risk capital

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.

Basel II, the new capital accord put forward by the Basel Committee of banking supervisors from the Group of 10 leading economies, proposes only a single, relatively complex internal model for operational risk - and at the moment there is no data available to support

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

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

If you already have an account, please sign in here.

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

Sign in
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