2011•DOAJ (DOAJ: Directory of Open Access Journals)Open access

Basel II Approaches for the Calculation of the Regulatory Capital for Operational Risk

Ivana Valová

Abstract

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.

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Key concepts: Operational risk, Basel II, Risk-adjusted return on capital, Capital requirement, Risk-weighted asset, Capital (architecture), Basel III, Economic capital