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Capital charges for operational risk in the Indian banking sector: alternative measures

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  • Romar Correa, Swati Raju

Abstract

ABSTRACT We present estimates of operational risk capital charges for Indian banks using two Basel II approaches, namely the basic indicator approach and the standardized approach, as well as two alternative approaches, the cost-to-asset ratio and the cost-to-income ratio. We find that a substantial proportion of the additional capital requirements fall to public sector banks rather than private sector ones.

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Handle: RePEc:rsk:journ3:2160907
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