2006•Journal of Shangqiu Vocational and Technical CollegeRequires access

New Basel Capital Accord and Operational Risk Measurement of Commercial Bank

HU Shu-fang

Abstract

Nowadays,operational risk has become a major risk as market risk and credit risk.The measuring of operational risk has become a relatively new academic filed.This paper reviews the definition and measurement of operational risk based on Basel Capital Accord.In addition,it proposes what china should do in measuring operational risk.

About this research paper

What this paper is about

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Key concepts: Operational risk, Risk-adjusted return on capital, Basel II, Risk-weighted asset, Market risk, Business, Economic capital, Capital requirement