Η εισαγωγή του λειτουργικού κινδύνου κατά το σύμφωνο της Βασιλείας ΙΙ και η επίδραση του στην στρατηγική των τραπεζών
Παναγιωτόπουλος, Βασίλειος Π.
The main object of the present study is the operational risk to which the said financial institutions are exposed. This danger constitutes a recent concept for supervisory authorities, which proceeded to plan the suitable procedures and rules for quantification of operational risk. Through these means the operational risk is included in the risks that financial institutions and the appropriate ways of action to be defined, as well as the examination of its impacts on the strategy of organizations. Initially the basic categories of risks and their structural differences will be mentioned. The composition of the Basel Committee, its role, as well as a review of its action from 1988 until 1999 (Basel I) and 1999 up to now (Basel II) will also be described. Furthermore, the operational risk according to the recommendations of Basel II will be defined and analyzed. Methods of quantification and measurement are referred. A basic part of this study deals with the preparation of greek and international institutions related to operational risk. Finally, examples of its presence in financial institutions will be represented, as well as a numerical example of measurement in a greek bank using two methods