文章基本信息

标题：BASEL II: OPERATIONAL RISK MEASUREMENT IN THE PORTUGUESE BANKING SECTOR
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作者：Gualter Couto ; Kevin Medeiros Bu/hoes
期刊名称：European Journal of Management Studies
出版年度：2009
卷号：14
期号：3
页码：259-277
语种：English
出版社：International Medical Journal Management and Indexing System
摘要：The present work focuses on one of the principal themes associated with the New Basel Accord - operational risk and its respective methodologies for calculating minimum capital requirements. The new capital accord encourages financial institutions to gradually evolve from basic to sophisticated methodolo gies. Institutions applying sophisticated methods will be rewarded with deductions on capital allocated when calculating the capital ratio. The methodologies related to operational risk will be applied to a group of national banking institutions. These methodologies are referred to in Pillar I of the new capital accord: (i) the basic indicator approach, (ii) the standardized approach and (iii) the alternative standardized ap proach. The purpose of this practical application is to evaluate and quantify the impact on several national banks of the different approaches linked to operational risk, introduced by Basel II.
关键词：Basel II; Operational Risk; Regulatory Capital and Economic Capital