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The Capital Requirements For Financial Institutions In The Context Of Basel Ii

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  • Gabriela Victoria Anghelache
  • Ana Cornelia Olteanu
  • Alina Nicoleta Radu

Abstract

In this article we analyze and present the steps that banks should take in implementing the proposed regulations by the Basel Committee in order to create the necessary framework for the operational risk management. Therefore the first part is an introduction where we explain the basic effects of the operational risk. Then we continue with the operational risk approaches: basic indicator approach, standardized approach and advanced measurement approach. Also we present a case study for the Romanian market and stated the most important benefits that are derived from quantification of operational risk and how to mitigate it. This last section represents the conclusion remarks of the paper.

Suggested Citation

  • Gabriela Victoria Anghelache & Ana Cornelia Olteanu & Alina Nicoleta Radu, 2009. "The Capital Requirements For Financial Institutions In The Context Of Basel Ii," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(11), pages 1-40.
    • Handle: RePEc:alu:journl:v:1:y:2009:i:11:p:40
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    References listed on IDEAS

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    1. Craig Broderick, 2001. "Capital allocation for operational risk: securities firms," Conference Series ; [Proceedings], Federal Reserve Bank of Boston.
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      Keywords

      operational risk; operational risk management; basic indicator approach; standardized approach; advanced measurement approach;
      All these keywords.

      JEL classification:

      • E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
      • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
      • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
      • G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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