Advanced Search
MyIDEAS: Login to save this article or follow this journal

Basel II: operation risk measurement in the Portuguese banking sector

Contents:

Author Info

  • Gualter Couto

    ()
    (Department of Economics and Management, and CEEAplA, University of the Azores, Portugal)

  • Kevin Medeiros Bulhões

    ()

Registered author(s):

    Abstract

    The present work focuses on one of the principal themes associated to 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 methodologies. 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) basic indicator approach, (ii) the standardized approach and (iii) the alternative standardized approach. 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.

    Download Info

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below under "Related research" 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.

    Bibliographic Info

    Article provided by ISEG, Technical University of Lisbon in its journal Portuguese Journal of Management Studies.

    Volume (Year): XIV (2009)
    Issue (Month): 3 ()
    Pages: 259-278

    as in new window
    Handle: RePEc:pjm:journl:v:xiv:y:2009:i:3:p:259-278

    Contact details of provider:
    Postal: Rua do Quelhas 6, 1200-781 LISBOA
    Phone: +351-213 925 800
    Fax: +351-213 925 850
    Email:
    Web page: http://www.iseg.ulisboa.pt/
    More information through EDIRC

    Related research

    Keywords: Basel II; Operational Risk; Regulatory Capital and Economic Capital;

    Find related papers by JEL classification:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:pjm:journl:v:xiv:y:2009:i:3:p:259-278. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Paulo Lopes Henriques).

    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.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with 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 profile, as there may be some citations waiting for confirmation.

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