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Challenges and Possible Solutions in Enhancing Operational Risk Measurement

Author

Listed:
  • Toshihiko Mori

    (Bank of Japan)

  • Junji Hiwatashi

    (Bank of Japan)

  • Koukichi Ide

    (Bank of Japan)

Abstract

We presented our Working Paper Series No.1 (WPS1) "Measuring Operational Risk in Major Japanese Banks" on the web-site of Financial and Payment System Office of the Bank of Japan in July 2000. The purpose of this paper (WPS3) is to summarize the responses we have received on our earlier paper (WPS1) and to delineate our thoughts on those comments. Our thoughts are based on best practices and methodologies regarding how to measure market and credit risks. After our first paper was put on the web-site, we received a lot of comments and questions on the paper. These comments and questions indicate that method of operational risk measurement is not only developing at present but also going to be enhanced in an accelerated pace in the near future. In order to make this momentum more robust and secured, we believe that it is important to share views on operational risk measurement among regulators, banks, and related industries. Thus, we welcome any further comments or questions on our papers (WPS1 and WPS3). We will answer these questions on the paper (WPS1) as much as possible.

Suggested Citation

  • Toshihiko Mori & Junji Hiwatashi & Koukichi Ide, 2000. "Challenges and Possible Solutions in Enhancing Operational Risk Measurement," Bank of Japan Working Paper Series Financial and Payment Sys, Bank of Japan.
    • Handle: RePEc:boj:bojwps:00-e-3p
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