Basel II : operational risk measurement in the portuguese banking sector

Detalhes bibliográficos
Autor(a) principal: Couto, Gualter
Data de Publicação: 2009
Outros Autores: Bulhões, Kevin Medeiros
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/10052
Resumo: The present work focuses on one of the principal themes associated with the New Basel Accord - operational risk and its respective methodologies for calculating minimum capital requirements. The new capital accord encourages financial institutions to gradually evolve from basic to sophisticated methodologies. Institutions applying sophisticated methods will be rewarded with deductions on capital allocated when calculating the capital ratio. The methodologies related to operational risk will be applied to a group of national banking institutions. These methodologies are referred to in Pillar I of the new capital accord: (i) the basic indicator approach, (ii) the standardized approach and (iii) the alternative standardized approach. The purpose of this practical application is to evaluate and quantify the impact on several national banks of the different approaches linked to operational risk, introduced by Basel II.
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spelling Basel II : operational risk measurement in the portuguese banking sectorBasel IIOperational RiskRegulatory CapitalEconomic CapitalThe present work focuses on one of the principal themes associated with the New Basel Accord - operational risk and its respective methodologies for calculating minimum capital requirements. The new capital accord encourages financial institutions to gradually evolve from basic to sophisticated methodologies. Institutions applying sophisticated methods will be rewarded with deductions on capital allocated when calculating the capital ratio. The methodologies related to operational risk will be applied to a group of national banking institutions. These methodologies are referred to in Pillar I of the new capital accord: (i) the basic indicator approach, (ii) the standardized approach and (iii) the alternative standardized approach. The purpose of this practical application is to evaluate and quantify the impact on several national banks of the different approaches linked to operational risk, introduced by Basel II.Instituto Superior de Economia e GestãoRepositório da Universidade de LisboaCouto, GualterBulhões, Kevin Medeiros2015-11-04T13:53:03Z20092009-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/10052engCouto, Gualter e Kevin Medeiros Bulhões (2009). "Basel II : operational risk measurement in the portuguese banking sector". Portuguese Journal of Management Studies, XIV(3):259-278info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-06T14:40:25Zoai:www.repository.utl.pt:10400.5/10052Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T16:56:34.791801Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Basel II : operational risk measurement in the portuguese banking sector
title Basel II : operational risk measurement in the portuguese banking sector
spellingShingle Basel II : operational risk measurement in the portuguese banking sector
Couto, Gualter
Basel II
Operational Risk
Regulatory Capital
Economic Capital
title_short Basel II : operational risk measurement in the portuguese banking sector
title_full Basel II : operational risk measurement in the portuguese banking sector
title_fullStr Basel II : operational risk measurement in the portuguese banking sector
title_full_unstemmed Basel II : operational risk measurement in the portuguese banking sector
title_sort Basel II : operational risk measurement in the portuguese banking sector
author Couto, Gualter
author_facet Couto, Gualter
Bulhões, Kevin Medeiros
author_role author
author2 Bulhões, Kevin Medeiros
author2_role author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Couto, Gualter
Bulhões, Kevin Medeiros
dc.subject.por.fl_str_mv Basel II
Operational Risk
Regulatory Capital
Economic Capital
topic Basel II
Operational Risk
Regulatory Capital
Economic Capital
description The present work focuses on one of the principal themes associated with the New Basel Accord - operational risk and its respective methodologies for calculating minimum capital requirements. The new capital accord encourages financial institutions to gradually evolve from basic to sophisticated methodologies. Institutions applying sophisticated methods will be rewarded with deductions on capital allocated when calculating the capital ratio. The methodologies related to operational risk will be applied to a group of national banking institutions. These methodologies are referred to in Pillar I of the new capital accord: (i) the basic indicator approach, (ii) the standardized approach and (iii) the alternative standardized approach. The purpose of this practical application is to evaluate and quantify the impact on several national banks of the different approaches linked to operational risk, introduced by Basel II.
publishDate 2009
dc.date.none.fl_str_mv 2009
2009-01-01T00:00:00Z
2015-11-04T13:53:03Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/10052
url http://hdl.handle.net/10400.5/10052
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Couto, Gualter e Kevin Medeiros Bulhões (2009). "Basel II : operational risk measurement in the portuguese banking sector". Portuguese Journal of Management Studies, XIV(3):259-278
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Instituto Superior de Economia e Gestão
publisher.none.fl_str_mv Instituto Superior de Economia e Gestão
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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