- Tytuł:
- Analiza porównawcza obciążeń regulacyjnych z tytułu ryzyka operacyjnego na przykładzie największych banków europejskich w latach 2008-2014
- Autorzy:
- Firlej, Izabela
- Powiązania:
- https://bibliotekanauki.pl/articles/630189.pdf
- Data publikacji:
- 2016
- Wydawca:
- Szkoła Główna Handlowa w Warszawie
- Tematy:
- Banks, Operational risk, Capital
- Opis:
- The aim of this article is to conduct a comparative analysis of regulatory capital held by banks for operational risk with the estimates of the amount based on the basic indicator approach. Basel II has introduced three different methods for this purpose. As a new revised approach to operational risk capital calculation has appeared recently and is currently under discussion, it is worth to sum up the outcomes of the currently binding regulations. The analysis was based on the top 20 European banks taking into account the assets between 2008 and 2014. For the purpose of the basic indicator approach estimates, publicly available data were used as well as financial data from Avention database. Based on this comparative analysis, it can be concluded that the analysed banks would have reported an increase of 17% in their operation risk capital if the levels were calculated using the basic indicator approach.
- Źródło:
-
Kwartalnik Kolegium Ekonomiczno-Społecznego Studia i Prace; 2016, 4; 141-165
2082-0976 - Pojawia się w:
- Kwartalnik Kolegium Ekonomiczno-Społecznego Studia i Prace
- Dostawca treści:
- Biblioteka Nauki