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Operational Risk Measurement


  • Gabriela ANGHELACHE
  • Ana-Cornelia OLTEANU (PUIU)
  • Alina-Nicoleta RADU


Beginning with the fact that performant strategies of the financial institutions have programmes and management procedures for the banking risks, which have as main objective to minimize the probability of risk generation and the bank’s potential exposure, this paper wants to present the operational risk measurement. Therefore, the first part presents the conceptual approach of the operational risks through the point of view of the financial institutions exposed to this type of risk. The second part describes different measurement methods for the operational risk. The final part of this article presents the approach assumed by a financial institution with a precise purpose: the quantification of the minimum capital requirements of the operational risk*. *Taking into consideration the values obtained we can mention that in the case of Standard Approach we have a different percentage of the needed capital in comparison with the Advanced Approach. Therefore in the second case we concluded that the percentage needed by a bank is 12, which is less than 15, the percentage needed in the first case.

Suggested Citation

  • Gabriela ANGHELACHE & Ana-Cornelia OLTEANU (PUIU) & Alina-Nicoleta RADU, 2010. "Operational Risk Measurement," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 215-223.
  • Handle: RePEc:ers:journl:v:xiii:y:2010:i:1:p:215-223

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    References listed on IDEAS

    1. Frachot, Antoine & Roncalli, Thierry & Salomon, Eric, 2004. "The Correlation Problem in Operational Risk," MPRA Paper 38052, University Library of Munich, Germany.
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    Cited by:

    1. Tyrone Lin & Chia-Chi Lee & Yu-Chuan Kuan, 2013. "The optimal operational risk capital requirement by applying the advanced measurement approach," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 21(1), pages 85-101, January.

    More about this item


    operational risk; operational risk management; Basic Indicator Approach; Standard Approach; Advanced Measurement Approach;

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
    • N20 - Economic History - - Financial Markets and Institutions - - - General, International, or Comparative


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