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  • 标题:The Operational Risk – Minimum Capital Requirements
  • 本地全文:下载
  • 作者:Anghelache, Gabriela Victoria ; Olteanu, Ana Cornelia
  • 期刊名称:Theoretical and Applied Economics
  • 印刷版ISSN:1841-8678
  • 电子版ISSN:1844-0029
  • 出版年度:2009
  • 卷号:07(536)
  • 期号:07(536)
  • 页码:29-36
  • 出版社:Asociatia Generala a Economistilor din Romania - AGER
  • 摘要:This paper aims to present how to quantify the minimum capital requirement for operational risk using three approaches proposed by the Basel Committee to identify optimal allocation of capital, given that until recently to this risk has been allocated a minimum attention, considering that it has a low impact on the business of financial institutions.
  • 关键词:basic indicator approach; the standardized approach; internal measurement approach; the expected loss; unexpected loss.
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