IDEAS home Printed from https://ideas.repec.org/h/spr/prbchp/978-3-319-76228-9_13.html
   My bibliography  Save this book chapter

Different Approaches to Regulatory Capital Calculation for Operational Risk

In: Contemporary Trends and Challenges in Finance

Author

Listed:
  • Ewa Dziwok

    (University of Economics)

Abstract

Changes in operational risk environment caused by globalization, information technology development and deregulations, have been significantly influencing banking industry and operational risk management process. This continuous evolution has forced to create an appropriate regulatory framework. Starting from Basel I Accord where market and credit risk were controlled, Basel II regulatory framework introduced an operational risk category and capital requirements for the losses connected with operational risk. The problem has raised during and after the financial crisis, when despite an increase in the number and severity of operational risk events, capital requirements for operational risk remained stable or even fell for the standardized approaches. As a consequence, the new Standardized Approach was proposed in 2015 and implemented by most biggest banks. The aim of the paper is to compare different approaches proposed under Basel II for modeling operational risk and to discuss new Basel IV proposals of regulatory capital charge for the operational risk.

Suggested Citation

  • Ewa Dziwok, 2018. "Different Approaches to Regulatory Capital Calculation for Operational Risk," Springer Proceedings in Business and Economics, in: Krzysztof Jajuga & Hermann Locarek-Junge & Lucjan T. Orlowski (ed.), Contemporary Trends and Challenges in Finance, pages 135-143, Springer.
    • Handle: RePEc:spr:prbchp:978-3-319-76228-9_13
    DOI: 10.1007/978-3-319-76228-9_13
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:prbchp:978-3-319-76228-9_13. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.