The paper applies the methodologies proposed by Basel Committee on Banking Supervision for assessing the capital requirements in the context of operational risk to a Romanian commercial bank. The basic indicator, standard and internal measurement approaches (IMA) have been used to asses the...

In many cases operational risks tend to be underestimated, considering that the losses they cause are generally minor can’t threatening the survival of a bank. Losses resulting from these events come from a complex interaction between organizational factors, personal and market that do not fit...

The paper examines the long-term dynamics of four Central and Eastern European countries, namely the Czech Republic, Hungary, Poland and Romania between 2002 and 2012. The structure of the paper is twofold. In the first part, it examines the relationship between a set of macro financial...

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...

In this article we analyze and present the steps that banks should take in implementingthe proposed regulations by the Basel Committee in order to create the necessary framework for theoperational risk management. Therefore the first part is an introduction where we explain the basiceffects of...

During the year 2006, the evolution of the capital market in Romania recorded an accelerated rhythm of development and consolidation. This trend has been generated and supported by the steady efforts meant to line up with the European standards as the prospects of the adhesion to the European...