Publikacja:
Operational risk in the banking sector in the light of the latest arrangements of the Basel Committee (Basel IV)
Data
2018
Artykuł
Przeszukaj czasopismo| cris.legacyid | 5717 |
| cris.virtual.journalance | #PLACEHOLDER_PARENT_METADATA_VALUE# |
| cris.virtualsource.journalance | 9db5c576-bc0d-45ef-b202-f90c8f673dae |
| dc.abstract.pl | In recent times many regulations have been introduced in the banking sector. One of the key areas subjected to thorough reforms is the procedure of calculation the capital requirements for operational risk. The Basel Committee have already introduced the new Standardised Approach (SA) which shall be implemented as of 1 January 2022, and will replace all the foregoing ones (BIA, TSA and AMA), that were used to assess operational risk. Thereby one should explore how the results using the former and future approaches would differ and whether the new one would have positive or negative impact on banks. The main purpose of this case study is the evaluation of impact which Basel’s Committee arrangements may have on Polish banks that have used The Standardised Approach (TSA) in order to calculate the capital requirements for operational risk. All the data used in the case study were gathered from generally available financial reports of Alior Bank SA. The findings of the study support theoretical assumptions, that the banks which have used TSA approach might benefit from the introduction of SA approach. |
| dc.contributor.author | Zofia Miksa |
| dc.date.accessioned | 2025-07-25T15:45:04Z |
| dc.date.available | 2025-07-25T15:45:04Z |
| dc.date.issued | 2018 |
| dc.date.published | 2019 |
| dc.description.issue | 1 |
| dc.description.volume | 10 |
| dc.identifier.uri | https://repozytorium.kozminski.edu.pl/handle/item/1042 |
| dc.language | en |
| dc.relation.ispartof | Zeszyty Programu Top 15 |
| dc.relation.pages | 39-60 |
| dc.rights | CC-BY-NC-ND-4.0 |
| dc.subject | pomiar ryzyka operacyjnego |
| dc.subject | wymogi kapitałowe |
| dc.subject | nowa metoda standardowa |
| dc.subject | Bazylejski Komitet ds. Nadzoru Bankowego |
| dc.subtype | Original |
| dc.title | Operational risk in the banking sector in the light of the latest arrangements of the Basel Committee (Basel IV) |
| dc.type | Article |
| dspace.entity.type | Publication |