Pesquisa de referências

Basel III and standardised approaches to capital : analysis of ORX global banking data in response to regulatory reforms

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cam a22000004  4500</leader>
    <controlfield tag="001">MAP20230021064</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20231214123756.0</controlfield>
    <controlfield tag="008">231020s2023    gbr||||       ||| ||eng d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">921.91</subfield>
    </datafield>
    <datafield tag="245" ind1="1" ind2="0">
      <subfield code="a">Basel III and standardised approaches to capital</subfield>
      <subfield code="b">: analysis of ORX global banking data in response to regulatory reforms</subfield>
    </datafield>
    <datafield tag="260" ind1=" " ind2=" ">
      <subfield code="a">Bath, Banes</subfield>
      <subfield code="b">ORX</subfield>
      <subfield code="c">2023</subfield>
    </datafield>
    <datafield tag="300" ind1=" " ind2=" ">
      <subfield code="a">15 p.</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">It is thus a useful time to use the 21 years of ORX global banking loss data to analyse the standardised approaches for regulatory capital that have been available over this period and compare to various implementations of the new Standardised Approach. The Basel II standardised approach (TSA) was based on weights which related to the expected riskiness of Basel different business lines. Operational risk was in its infancy when the method was defined, and the weights were based on limited insight. This report analyses the relative riskiness of business lines based on 21 years of operational loss data. Where possible, we provide a regional view of some of the results</subfield>
    </datafield>
    <datafield tag="522" ind1=" " ind2=" ">
      <subfield code="a">Internacional</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20130015781</subfield>
      <subfield code="a">Basilea III</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080538217</subfield>
      <subfield code="a">Banca</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20180004223</subfield>
      <subfield code="a">Regulación</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080587598</subfield>
      <subfield code="a">Riesgo operacional</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080589837</subfield>
      <subfield code="a">Control de pérdidas</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080591182</subfield>
      <subfield code="a">Gerencia de riesgos</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080588953</subfield>
      <subfield code="a">Análisis de riesgos</subfield>
    </datafield>
    <datafield tag="710" ind1="2" ind2=" ">
      <subfield code="0">MAPA20220008402</subfield>
      <subfield code="a">ORX</subfield>
    </datafield>
    <datafield tag="856" ind1="0" ind2="0">
      <subfield code="y">MÁS INFORMACIÓN</subfield>
      <subfield code="u">
mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A
</subfield>
    </datafield>
  </record>
</collection>