Development of models for operational risk assessment

Автор: Soloveva A.S.

Журнал: Экономика и бизнес: теория и практика @economyandbusiness

Статья в выпуске: 4 (38), 2018 года.

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This article represents a complete overview of the current variety of methods for operational risk assessment. Methods are reviewed from simple to complex, starting with the BIA and standardized approaches, ending with a group of advanced methods and analysis of the latest methodology proposed by the Basel Committee. Comparative analysis and assessment of the practical application of these methods are represented. The key differences between the newest SMA method and the previously proposed methods are determined.

Risk management, commercial bank, operational risk, risk capital assessment, banking risks

Короткий адрес: https://sciup.org/170180889

IDR: 170180889

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