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Problematyka pomiaru ryzyka operacyjnego w bankach

100%
Wiszniowski E.
Prace i Materiały Wydziału Zarządzania Uniwersytetu Gdańskiego
|
2011
|
vol. 2
|
issue 1
431-448
EN
This article discusses the importance of operational risk in shaping the solvency of banks. The accompanying analysis has been done in the context of observed changes in the activities of the financial institutions, especially in association with the intensification of ICT techniques, common non-traditional banking activities, as well as new banking products and services. The increasing importance of operational risk has provoked the need for its measurement. Existing solutions in the domestic banking system remain to be based on setting capital requirements, mainly based on the method of the basic index, which causes requirement result to be over-estimated. One of the ways to make the requirement value more realistic for operational risk, is to estimate it using advanced methods. This method should be considered as an opportunity to allow banks to transfer the newly obtained "risk reserve", onto for example credit risk while maintaining the same ratio of capital adequacy.
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