Home  Journals  Financial Analytics: Science and Experience  31(169) - 2013 August

Definition of operational economic capital of bank in integrated control system of operational risk

Available online: 29 August 2013

Subject Heading: BANKING SECTOR

JEL Classification: 

In the article author's approach to formation of the integrated control system by operational risk of bank is offered, the special principles are defined, including with requirements of Basel of II. Special function of such system - definition of the economic capital of bank by means of various progressive methods of an assessment is almost realized, the priority directions of further functioning systems are installed.

Keywords: integrated control system, operational risk, economic capital, losses, method, assessment, Basel II, III, loss

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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