Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.5/10052
Título: Basel II : operational risk measurement in the portuguese banking sector
Autor: Couto, Gualter
Bulhões, Kevin Medeiros
Palavras-chave: Basel II
Operational Risk
Regulatory Capital
Economic Capital
Data: 2009
Editora: Instituto Superior de Economia e Gestão
Citação: 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
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.
URI: http://hdl.handle.net/10400.5/10052
Aparece nas colecções:2009, Volume XIV, nº 3

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