Home  Journals  Finance and Credit  11(443) - 2011 March

Development of capital estimation models for operational risk: problems and prospects

Available online: 15 March 2011

Subject Heading: Risk management

JEL Classification: 

The author describes in the given article capital estimation models for operational risk conditioned by the difference of its determination (basic indicative, standardized methods, advanced approach), comparison between the mentioned models is drawn and effectiveness of their realization in the national bank system is evaluated. As a consequence, trends of their modernization are indicated. For the purpose of conformance with the requirements of Basel II, necessity of internal rating system of operational risk estimation is proved as the framework of economic capital estimation using alternative methods.

Keywords: Basel’s Committee on bank supervision, basic indicative, standardized methods of operational risk estimation, alternative approaches of operational risk estimation

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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