Home  Journals  Finance and Credit  8(584) - 2014 February

Methods of an assessment and allokation of the economic capital under operational risk in the Russian commercial bank

Available online: 13 February 2014

Subject Heading: Banking

JEL Classification: 

In article it is noted that modern banking systems of a risk management assume an assessment of the capital necessary for a covering of losses, and its allocation on business units for determination of efficiency of activity taking into account risk. The model of an assessment of the economic capital under operational risk on the basis of which application of the advanced methods of an allocation of the capital is possible is described. Comparison of various methods of an allocation is given

Keywords: operational risk, economic capital, approach, function of distribution of losses, capital allokation

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

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