The Operational Risk – Minimum Capital Requirements

This paper aims to present how to quantify the minimum capital requirement for operational risk using three approaches proposed by the Basel Committee to identify optimal allocation of capital, given that until recently to this risk has been allocated a minimum attention, considering that it has a l...

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Bibliographic Details
Main Authors: Gabriela Victoria Anghelache, Ana Cornelia Olteanu
Format: Article
Language:English
Published: General Association of Economists from Romania 2009-07-01
Series:Theoretical and Applied Economics
Subjects:
Online Access:http://www.ectap.ro/articole/397.pdf