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Die Behandlung der operationellen Risiken nach Basel II: Ein Anreiz zur Verbesserung des Risikomanagements?

Author

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  • Rünger, Petra
  • Walther, Ursula

Abstract

Operationelle Risiken stellen für Banken nach dem Kreditrisiko die zweitwichtigste Risikokategorie dar. Ein effektives Risikomanagement der operationellen Risiken dürfte in Zukunft ein entscheidender Wettbewerbsfaktor sein. Im Rahmen der Neuregelung der bankaufsichtsrechtlichen Vorgaben gemäß Basel II werden sowohl eine Eigenkapitalunterlegung als auch qualitative Vorgaben zum Risikomanagement dieser Risikoklasse neu eingeführt. Erklärtes Ziel ist es, Anreize für ein verbessertes Risikomanagement zu setzen. Die Analyse zeigt, dass die quantitativen Vorgaben allein einen solchen Anreiz nur sehr beschränkt bieten. Andererseits konnten allein qualitative Vorgaben in der Vergangenheit kein hinreichendes Risikomanagement sicherstellen, so dass erst die Wechselwirkung beider Ansätze letztlich den gewünschten Effekt bewirken kann.

Suggested Citation

  • Rünger, Petra & Walther, Ursula, 2004. "Die Behandlung der operationellen Risiken nach Basel II: Ein Anreiz zur Verbesserung des Risikomanagements?," Freiberg Working Papers 2004/14, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.
    • Handle: RePEc:zbw:tufwps:200414
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    Cited by:

    1. Becker, Jörg (Ed.) & Bergener, Philipp (Ed.) & Eggert, Mathias (Ed.) & Heddier, Marcel (Ed.) & Hofmann, Sara (Ed.) & Knackstedt, Ralf (Ed.) & Räckers, Michael (Ed.), 2010. "IT-Risiken: Ursachen, Methoden, Forschungsperspektiven," Arbeitsberichte des Instituts für Wirtschaftsinformatik 128, University of Münster, Department of Information Systems.

    More about this item

    Keywords

    operationelles Risiko; Basel II; Bankenaufsicht; Risikomanagement; operational risk; Basel II; banking supervision; risk management;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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