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

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<rdf:Description>
<dc:creator>ORX</dc:creator>
<dc:date>2023</dc:date>
<dc:description xml:lang="es">Sumario: 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</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/184123.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>ORX</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Basilea III</dc:subject>
<dc:subject xml:lang="es">Banca</dc:subject>
<dc:subject xml:lang="es">Regulación</dc:subject>
<dc:subject xml:lang="es">Riesgo operacional</dc:subject>
<dc:subject xml:lang="es">Control de pérdidas</dc:subject>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Análisis de riesgos</dc:subject>
<dc:type xml:lang="es">Libros</dc:type>
<dc:title xml:lang="es">Basel III and standardised approaches to capital : analysis of ORX global banking data in response to regulatory reforms</dc:title>
<dc:format xml:lang="es">15 p.</dc:format>
<dc:coverage xml:lang="es">Ámbito geográfico: Internacional</dc:coverage>
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