controls, the risk culture, and the risk appetite of the bank …

collecting loss data, calculating capital requirements, and reporting. The information necessary for this purpose is then … collected in the OpRisk databases. Recorded for each OpRisk event are loss amounts, dates, organizational units involved, event … their performances and weaknesses. Our results improve retrospective knowledge of loss events and enable to mitigate future …

conditions also have higher capital ratios, consistent with a “precautionary” view of bank capital, though this behavior is …

estimation of the operational capital charge. More specifically, we compare an advanced measurement approach, as the Loss … Standardised Approach (SA). As the former establishes a direct relationship between capital consumption and bank's gross accounting … applied. Based on the data provided by a Spanish Saving Bank which operates within the retail banking, our results confirm …