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Zeszyty Programu TOP 15

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Year 2019 
Volume 10 

Operational risk in the banking sector in the light of the latest arrangements of the Basel Committee (Basel IV)

2019 10 () Zeszyty Programu TOP 15

Abstract

In recent times many regulations have been introduced in the banking sector. One of the key
areas subjected to thorough reforms is the procedure of calculation the capital requirements for
operational risk. The Basel Committee have already introduced the new Standardised Approach
(SA) which shall be implemented as of 1 January 2022, and will replace all the foregoing ones (BIA,
TSA and AMA), that were used to assess operational risk. Thereby one should explore how the
results using the former and future approaches would differ and whether the new one would have
positive or negative impact on banks. The main purpose of this case study is the evaluation of impact
which Basel’s Committee arrangements may have on Polish banks that have used The Standardised
Approach (TSA) in order to calculate the capital requirements for operational risk. All the data used
in the case study were gathered from generally available financial reports of Alior Bank SA. The
findings of the study support theoretical assumptions, that the banks which have used TSA approach
might benefit from the introduction of SA approach.

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APA style

Operational risk in the banking sector in the light of the latest arrangements of the Basel Committee (Basel IV). (2018). Operational risk in the banking sector in the light of the latest arrangements of the Basel Committee (Basel IV). Zeszyty Programu Top 15, 10, 39-60. (Original work published 2019)

MLA style

“Operational Risk In The Banking Sector In The Light Of The Latest Arrangements Of The Basel Committee (Basel Iv)”. 2019. Zeszyty Programu Top 15, vol. 10, 2018, pp. 39-60.

Chicago style

“Operational Risk In The Banking Sector In The Light Of The Latest Arrangements Of The Basel Committee (Basel Iv)”. Zeszyty Programu Top 15, Zeszyty Programu TOP 15, 10 (2018): 39-60.