Basel II: operation risk measurement in the Portuguese banking sector
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.
Volume (Year): XIV (2009)
Issue (Month): 3 ()
|Contact details of provider:|| Postal: Rua do Quelhas 6, 1200-781 LISBOA|
Phone: +351-213 925 800
Fax: +351-213 925 850
Web page: http://www.iseg.ulisboa.pt/
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Carolyn Currie, 2004. "The Potential Effect of the New Basel Operational Risk Capital Requirements," Working Paper Series 137, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Carolyn Currie, 2005.
"A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks,"
Working Paper Series
143, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Carolyn Currie, 2006. "A Test Of The Strategic Effect Of Basel Ii Operational Risk Requirements On Banks," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(4), pages 6-28, November.
- Carolyn Currie, 2005. "A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks," Working Paper Series 141, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Carolyn Currie, 2004. "Basel II and Operational Risk - Overview of Key Concerns," Working Paper Series 134, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Andreas Jobst, 2007. "Operational Risk; The Sting is Still in the Tail But the Poison Dependson the Dose," IMF Working Papers 07/239, .
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: (Luís Mota de Castro, Tiago Cardão-Pito, Mark Crathorne)
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.