This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

The impact of the capital requirements for operational risk in the Hungarian banking system

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Dániel Homolya () (Magyar Nemzeti Bank (central bank of Hungary))

Additional information is available for the following registered author(s):

Abstract

The capital adequacy regulation which came into force on 1 January 2008 for the Hungarian banking sector, in line with the Basel II directives and generally applied in the European Union, brought the novelty of distinct management of operational risk. Operational risk is defined as the risk of loss resulting from inadequate or failed internal processes, personnel and systems or from external events, which, similarly to financial risk, may result in substantial losses. The regulation allows for various methods of calculating the capital requirement. Financial institutions may opt for simpler approaches based on income indicators, or for more complex ones based on actual measures of risk. Based on the past oneyear period, it appears that the Hungarian banking system’s operational risk capital charge is significant compared to the total capital charge, with the operational risk capital charge for 2009 Q1 amounting to HUF 120 billion, equivalent to nearly 8% of the total capital requirements. The reported realised losses are lower than the capital requirement (approximately HUF 13 billion in 2008), but the capital charge must provide a buffer in extreme, unexpected situations, and conclusions on extreme values cannot be drawn based merely on one year of observation, therefore this discrepancy could be completely justified. Regarding institutions’ choice of approach, it can be established that larger institutions prefer more complex methods in both foreign and Hungarian practice. This is due to the fact that the introduction of more advanced approaches comes with a higher fixed cost, which larger institutions can absorb more easily over the short term, and moreover, they can take better advantage of the benefits offered. Overall, the conscious management of operational risk and application of more developed methods aimed at managing such risks can contribute to the stability of the financial system.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://english.mnb.hu/Resource.aspx?ResourceID=mnbfile&resourcename=homolya_angol_0908
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Article provided by Magyar Nemzeti Bank (The Central Bank of Hungary) in its journal MNB Bulletin.

Volume (Year): 4 (2009)
Issue (Month): 2 (July)
Pages: 6-13
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:mnb:bullet:v:4:y:2009:i:2:p:6-13

Contact details of provider:
Web page: http://www.mnb.hu/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Daniella Toth).

Related research
Keywords: operational risk; Basel II; capital requirements; CRD; Hungarian banking sector.;

Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure

Statistics
Access and download statistics

Did you know? You too can volunteer with RePEc.

This page was last updated on 2009-11-16.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.