Capital charges for operational risk in the Indian banking sector: alternative measures

被引:2
|
作者
Correa, Romar [1 ]
Raju, Swati [1 ]
机构
[1] Univ Mumbai, Dept Econ, Bombay 400098, Maharashtra, India
来源
JOURNAL OF OPERATIONAL RISK | 2010年 / 5卷 / 01期
关键词
D O I
10.21314/JOP.2010.072
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
We present estimates of operational risk capital charges for Indian banks using two Basel II approaches, namely the basic indicator approach and the standardized approach, as well as two alternative approaches, the cost-to-asset ratio and the cost-to-income ratio. We find that a substantial proportion of the additional capital requirements fall to public sector banks rather than private sector ones.
引用
收藏
页码:65 / 82
页数:18
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