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Article
Publication date: 1 April 2002

ANDREW KURITZKES

This article discusses the three approaches for setting capital charges for operational risk as proposed by the New Basel Accord. The article addresses a series of questions…

1527

Abstract

This article discusses the three approaches for setting capital charges for operational risk as proposed by the New Basel Accord. The article addresses a series of questions raised by the Basel proposal related to defining, measuring, and reserving for operational risk. The author suggests that capital reserves may actually serve as a deterrent to reducing operational losses.

Details

The Journal of Risk Finance, vol. 4 no. 1
Type: Research Article
ISSN: 1526-5943

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Article
Publication date: 1 April 2002

RICHARD J. HERRING

The banking industry has adopted an approach to managing financial risk based on economic capital, the amount of capital necessary to achieve a specified level of protection…

1246

Abstract

The banking industry has adopted an approach to managing financial risk based on economic capital, the amount of capital necessary to achieve a specified level of protection against financial ruin. In the New Basel Capital Accord, regulators have recently proposed capital regulation to reduce operational risk. In this article, the author challenges the rationale for employing a capital charge to mitigate operational risk.

Details

The Journal of Risk Finance, vol. 4 no. 1
Type: Research Article
ISSN: 1526-5943

Available. Open Access. Open Access
Article
Publication date: 27 July 2021

Komal Altaf, Huma Ayub, Malik Shahzad Shabbir and Muhammad Usman

Due to increase in operational risk, banks are facing huge losses. In order to avoid losses, banks need to manage operational risk. This study aims to analyze the impact of…

4848

Abstract

Purpose

Due to increase in operational risk, banks are facing huge losses. In order to avoid losses, banks need to manage operational risk. This study aims to analyze the impact of operational risk management (ORM) processes, which include identification, assessment, analysis, monitoring and control in the presence of corporate governance (CG) that can also contribute to effective ORM practices.

Design/methodology/approach

Operational risk management processes are used to manage operational risk along with CG. Primary data are collected through questionnaire from (167) operational risk managers of commercial banks. Multiple linear regressions has been run to analyze the data.

Findings

Results indicate significant impact of CG and operational risk identification (ORI), monitoring and control on ORM practices in commercial banks of Pakistan.

Originality/value

The study suggests policy makers to improve the ORM framework by CG. Beside this, in order to lessen operational risk, proper identification, monitoring and control of operational risk could also contribute.

Details

Review of Economics and Political Science, vol. 7 no. 2
Type: Research Article
ISSN: 2356-9980

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