Basel II compliant mapping of operational risks

2007 ◽  
Vol 2 (1) ◽  
pp. 93-114
Author(s):  
Ingo Schäl ◽  
Wolfgang Stummer
Keyword(s):  
Basel Ii ◽  
Operational Risks

scholarly journals Operational Risks in Financial Sectors

2012 ◽  
Vol 2012 ◽  
pp. 1-57
Author(s):  
E. Karam ◽  
F. Planchet
Keyword(s):  
Real Life ◽  
Operational Risk ◽  
Financial Sector ◽  
Solvency Ii ◽  
Basel Ii ◽  
Insurance Companies ◽  
Operational Risks

A new risk was born in the mid-1990s known as operational risk. Though its application varied by institutions—Basel II for banks and Solvency II for insurance companies—the idea stays the same. Firms are interested in operational risk because exposure can be fatal. Hence, it has become one of the major risks of the financial sector. In this study, we are going to define operational risk in addition to its applications regarding banks and insurance companies. Moreover, we will discuss the different measurement criteria related to some examples and applications that explain how things work in real life.

Business Intelligence als Enabler des Basel II-Berichtswesens

Controlling ◽  
2009 ◽  
Vol 21 (10) ◽  
pp. 538-544 ◽  
Author(s):  
Roland Gabriel ◽  
Guido Golla ◽  
Tobias Hoppe ◽  
Alexander Pastwa ◽  
Pantcho Roussev
Keyword(s):  
Business Intelligence ◽  
Basel Ii

Islamic Banking Regulations in Light of Basel II

2010 ◽  
Vol 27 (1) ◽  
pp. 74-101 ◽  
Author(s):  
M. Kabir Hassan ◽  
Muhammad Abdul Mannan Chowdhury
Keyword(s):  
Financial Institutions ◽  
Banking Regulation ◽  
Capital Requirements ◽  
Basel Ii ◽  
Capital Adequacy ◽  
Regulatory Agencies ◽  
Islamic Banking ◽  
Islamic Banks ◽  
Minimum Capital ◽  
Regulatory Standards

This paper seeks to determine whether the existing regulatory standards and supervisory framework are adequate to ensure the viability, strength, and continued expansion of Islamic financial institutions. The reemergence of Islamic banking and the attention given to it by regulators around the globe as to the implications of a recently issued Basel II banking regulation makes this article timely. The Basel II framework, which is based on minimum capital requirements, a supervisory review process, and the effective use of market discipline, aligns capital adequacy with banking risks and provides an incentive for financial institutions to enhance risk management and their system of internal controls. Like conventional banks, Islamic banks operate under different regulatory regimes. The still diverse views held by the regulatory agencies of different countries on Islamic banking and finance operations make it harder to assess the overall performance of international Islamic banks. In light of the increased financial innovation and diversity of instruments offered in Islamic finance, the need to improve the transparency of bank operations is particularly relevant for Islamic banks. While product diversity is important in maintaining their competitiveness, it also requires increased transparency and disclosure to improve the understanding of markets and regulatory agencies. The governance of Islamic banks is made even more complex by the need for these banks to meet a set of ethical and financial standards defined by the Shari`ah and the nature of the financial contracts banks use to mobilize deposits. Effective transparency in this area will greatly enhance their credibility and reinforce their depositors and investors’ level of confidence.

MODELING OF THE STRESS-STRAIN STATE OF A TRANSPORT TUNNEL UNDER LOAD AS A MEASURE TO REDUCE OPERATIONAL RISKS TO TRANSPORTATION FACILITIES

2020 ◽  
Vol 3 (8) ◽  
pp. 28-34
Author(s):  
N. V. IVANITSKAYA ◽  
◽  
A. K. BAYBULOV ◽  
M. V. SAFRONCHUK ◽  
◽  
...  
Keyword(s):  
Strain State ◽  
Moving Load ◽  
Element Model ◽  
Transport Infrastructure ◽  
Design Stage ◽  
Surface Load ◽  
Stress Strain ◽  
Stress Strain State ◽  
Operational Risks ◽  
Von Mises

In many countries economic policy has been paying increasing attention to the modernization and development of transport infrastructure as a measure of macroeconomic stimulation. Tunnels as an important component of transport infrastructure save a lot of logistical costs. It stimulates increasing freight and passenger traffic as well as the risks of the consequences of unforeseen overloads. The objective of the paper is to suggest the way to reduce operational risks of unforeseen moving load by modeling of the stress-strain state of a transport tunnel under growing load for different conditions and geophysical parameters. The article presents the results of a study of the stress-strain state (SSS) of a transport tunnel exposed to a mobile surface load. Numerical experiments carried out in the ANSYS software package made it possible to obtain diagrams showing the distribution of equivalent stresses (von Mises – stresses) according to the finite element model of the tunnel. The research results give grounds to assert that from external factors the stress state of the tunnel is mainly influenced by the distance to the moving load. The results obtained make it possible to predict in advance the parameters of the stress-strain state in the near-contour area of the tunnel and use the results in the subsequent design of underground facilities, as well as to increase their reliability and operational safety. This investigation gives an opportunity not only to reduce operational risks at the design stage, but to choose an optimal balance between investigation costs and benefits of safety usage period prolongation.

Implementing Basel II standards on the buy side

2006 ◽  
Vol 1 (2) ◽  
pp. 61-65
Author(s):  
Bernard Bresnahan
Keyword(s):  
Basel Ii
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