In view of BIII and IV accords, retail banks seem even more aware of integrating further operational risk. I would like to see what could be new methods to measure and manage this type of risk and then further integrate it in capital adequacy.
Hi Simona,
Do you have had this article as attached?
Regards,
Evo S. Hariandja
Thank you dear Evo. Much appreciated. Was looking for other types of op. risk models that are more recent than the LDA. Maybe if there is something new in this market?
Dear Simona,
Personally, I don't have the impression that much has changed for op risk modelling under Basel III compared to Basel II. Banks might have become more aware. For those banks that weren't using an internal model yet, but are considering doing so now data will be one of the main problems. Internal op risk models require historical data on op risk events. For many banks, even larger once, this is a problem. So often external databases are used/adapted.
Kind regards,
Steven
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