A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks

Topics:
Enterprise Risk Management
Tags:
Bank,
Basel II,
Financial Services,
Management,
Requirement,
Risk,
Strategy,
University Of Technology Sydney
Source:
University of Technology Sydney

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Overview: Most problematic of the Basel II capital adequacy requirements is the subset of Pillar I, requiring provision for Operational Risk (OR) as distinct from credit and market risk. Previous tests of the strategic effect of this new regulation from three prior Quality Impact Studies (QIS) conducted in G10 countries under the guidance of the Bank for International Settlements, have concluded that OR requirements poses difficulties of definition, implementation, and strategic planning. Unlike QIS1, 2 and 3, QIS4 focuses on operational risk, but still has drawbacks. This paper discusses its approach, in view of the ongoing difficulties that banks are experiencing with operational risk, particularly in the construction of a database.

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Format: PDF | Size: 492KB | Date: May 2005 | Pages: 31

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