Using transaction data to measure op risk

After more than five years of research and consultation, the Basel Committee on Banking Supervision has formally issued the new capital Accord, Basel II. Its aim is twofold. First, to have the financial services industry determine its capital requirement through the application of more sophisticated internal credit risk models. Second, to achieve a similar degree of sophistication with operational risk.

The challenge on the operational risk side has turned out to be vastly more complex and

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 [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a 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: