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  • 标题:THE NECESSITY OF OPERATIONAL RISK MANAGEMENT AND QUANTIFICATION
  • 本地全文:下载
  • 作者:Barbu Teodora Cristina ; Olteanu (puiu) Ana Cornelia ; Radu Alina Nicoleta
  • 期刊名称:Annals of the University of Oradea : Economic Science
  • 印刷版ISSN:1222-569X
  • 电子版ISSN:1582-5450
  • 出版年度:2008
  • 卷号:XVII
  • 期号:03
  • 页码:661-667
  • 出版社:University of Oradea
  • 摘要:

    Beginning with the fact that performant strategies of the financial institutions have programmes and management procedures for the banking risks, which have as main objective to minimize the probability of risk generation and the bank’s potential exposure, this paper wants to present the operational risk management and quantification methods. Also it presents the modality of minimum capital requirement for the operational risk. Therefore, the first part presents the conceptual approach of the operational risks through the point of view of the financial institutions exposed to this type of risk. The second part describes the management and evaluation methods for the operational risk. The final part of this article presents the approach assumed by a financial institution with a precise purpose: the quantification of the minimum capital requirements of the operational risk.

  • 关键词:

    Operational risk, operational risk profile, standard approach, gross income, administrative general expenses

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