Operational risk under Basel 2: Introduction with an Excel model for basic and standardised approach
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YouTubeStachanov Holding B.V.
Operational risk under Basel 2: Introduction with an Excel model for basic and standardised approach
The Basel II accord includes minimum capital charges for credit risk, market risk and operational risk. Operational risk tends to be the smallest risk for banks. The capital charge calculation is straightforward and easy. In this video we discuss the basic and standardised approaches and show how to perform this capital charge calculation in ...
13.9K viewsOct 23, 2020
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