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Die Berücksichtigung des operationellen Risikos in der Neuen Basler Eigenkapitalvereinbarung

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  • Buchmüller, Patrik

Abstract

Die Verluste der Barings-Bank durch unautorisierte Derivategeschäfte des Börsenhändlers Nick Leeson, das mögliche Versagen von Computersystemen oder die Zerstörung von Hauptverwaltungsgebäuden durch terroristische Anschläge sind Varianten des operationellen Risikos von Banken. Der Basler Ausschuss für Bankenaufsicht will durch die Berücksichtigung des operationellen Risikos im Rahmen der Neuen Basler Eigenkapitalvereinbarung die Insolvenzwahrscheinlichkeit der Banken reduzieren. Der vorliegende Beitrag untersucht, ob die vom Basler Ausschuss geplante Mindesteigenkapitalunterlegung des operationellen Risikos den Banken Anreize gibt, ihr operationelles Risiko zu verringern. Dabei zeigt sich, dass die aktuellen Vorschläge des Basler Ausschusses große Mängel besitzen und gegenüber den bisherigen Regelungen noch keine entscheidende Verbesserung darstellen. Zudem wird grundsätzlich infrage gestellt, ob Mindesteigenkapitalanforderungen ein geeignetes Instrument sind, um die Insolvenzgefahr zu reduzieren, die von selten eintretenden, mit hohen Verlusten verbundenen Schadensfällen ausgeht.

Suggested Citation

  • Buchmüller, Patrik, 2001. "Die Berücksichtigung des operationellen Risikos in der Neuen Basler Eigenkapitalvereinbarung," Tübinger Diskussionsbeiträge 227, University of Tübingen, School of Business and Economics.
    • Handle: RePEc:zbw:tuedps:227
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    Cited by:

    1. Stadler, Manfred, 2003. "Innovation and growth: The role of labor-force qualification," Tübinger Diskussionsbeiträge 255, University of Tübingen, School of Business and Economics.

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    Basler Eigenkapitalvereinbarung;

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