Operational Risk: New Standard Approach and Impacts on Banks
Abstrak
In the increasingly complex and dynamic financial landscape, managing operational risks poses a crucial challenge for financial institutions. Evolving regulations, the rise of cyber threats, and growing stakeholder expectations make a rigorous and systematic approach to quantifying and managing these risks essential. In this context, Basel 4 focuses on a more robust framework for operational risk management, introducing a standardized approach for calculating operational risk capital. This framework aims to encourage greater 'risk sensitivity' in risk assessment and requires an increase in the capital that banks must hold to address losses arising from operational events, such as internal errors, fraud, or natural disasters. Basel IV will have significant implications for financial institutions. The greater capital requirements imposed by the introduction of the new regulations will push banks to revise their processes and strategies in order to contain the higher capital absorptions.
Topik & Kata Kunci
Penulis (1)
Camillo Giliberto
Akses Cepat
- Tahun Terbit
- 2025
- Sumber Database
- DOAJ
- DOI
- 10.47473/2020rmm0161
- Akses
- Open Access ✓