Operational risk in New Basel Capital Accord
|Author:||Mgr. Kateřina Raková|
|Year:||2004 - summer|
|Leaders:|| † prof. Ing. Michal Mejstřík CSc.
|Work type:|| Finance and Banking
|Awards and prizes:|
|Abstract:||This thesis covers the inclusion of Operational Risk to the New Basel Capital Accord. Basel II's capital requirements does not only emphasize on the stability of bank sectors through high capital level, but also supports effective and rapid growth in measuring and managing operational risk. The aim of this thesis is to evaluate, if given the specific characteristics of operational risk and current conditions in banking sector Basel II in it present version will have enough tools to fulfill these expectations. This paper also mention all the methods that will be available to banks in the near future for capital requirement calculations and their development during the consultation period and possibilities for further improvements. This work also comment on expected impact of new rules on the banking sector not only in terms of required level of capital, but also in terms of quality of management of operational risk|
|Downloadable:|| Diploma Thesis - Raková