首页    期刊浏览 2025年12月28日 星期日
登录注册

文章基本信息

  • 标题:BASEL II APPROACHES FOR THE CALCULATION OF THE REGULATORY CAPITAL FOR OPERATIONAL RISK
  • 本地全文:下载
  • 作者:Ivana Valová
  • 期刊名称:Financial Assets and Investing
  • 印刷版ISSN:1804-5081
  • 电子版ISSN:1804-509X
  • 出版年度:2011
  • 卷号:2
  • 期号:1
  • 页码:33-48
  • 语种:English
  • 出版社:Masaryk University
  • 摘要:The final version of the New Capital Accord,which includes operational risk,was released by the Basel Committee on Banking Supervision in June 2004.The article “Basel II approaches for the calculation of the regulatory capital for operational risk” is devoted to the issue of operational risk of credit financial institutions.The paper talks about methods of operational risk calculation,advantages and disadvantages of particular methods.
  • 关键词:Operational risk;Advanced Measurement Approach (AMA);Standardized Approach (TSA);Basic Indicator Approach (BIA).
国家哲学社会科学文献中心版权所有