Title :
Measurement and Comparison of Operational Risk under the New Basel Capital Accord
Author :
Deng, XiaoXia ; Yang, XiaoYun
Author_Institution :
Econ. & Manage. Sch., Chongqing Three Gorges Coll., Chongqing, China
Abstract :
New Basel Accord gave a new definition for operational risk. Under the "Commercial Bank Guidelines for Measurement of operational risk regulatory capital" and also according to their characteristics, China\´s commercial banks should choose a proper method among standardised approach, surrogate standardised approach or the Advanced Measurement Approach for operational risk measurement and monitoring.
Keywords :
banking; risk management; advanced measurement approach; commercial bank guidelines; new Basel capital accord; operational risk measurement; operational risk regulatory capital measurement; surrogate standardised approach; Banking; Loss measurement; Phase measurement; Publishing; Risk management; New Basel Accord; Operational Risk; the Advanced Measurement Approach; the standardised approach;
Conference_Titel :
Business Intelligence and Financial Engineering (BIFE), 2011 Fourth International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4577-1541-9
DOI :
10.1109/BIFE.2011.79
