Διαχείριση λειτουργικού κινδύνου
Operational risk management
View/
Keywords
Κίνδυνοι χρηματοπιστωτικών ιδρυμάτων ; Διαχείριση κινδύνου ; Λειτουργικός κίνδυνος ; Μέθοδοι μέτρησης ; Επιτροπή Βασιλείας ; Βασιλεία ΙΙ ; Πυλώνες Ι, ΙΙ & ΙΙΙ ; Βασιλεία ΙΙΙ ; Κεφαλαιακή επάρκεια τραπεζών ; Risks of financial institutions ; Risk management ; Operational risk ; Methods of measuring operational risk ; Basel Committees ; Basel II ; Pillars I, II, III ; Basel III ; Capital adequacy of BanksAbstract
Operational risk requires from financial institutions to implement planning and quantification
rules in order to satisfy the criteria that supervisory authorities impose. The main objective of
the current study is to interpret the essence of the operational risk management. The dissertation
is organized as follows. Chapter 1 illustrates the necessity of risk management for financial
institutions. Chapter 2 analyses the essence of operational risk according to Basel II as well as
the methods to calculate the minimal capital requirement. Chapter 3 describes the Basel
committee on banking supervision (BCBS), its mutation and its regulatory framework. Chapter
4 includes operational risk management within a financial institution based on three
measurement methods with particular reference to Value at Risk method. Our empirical
analysis showed that the preferable measurement method was the alternative standardized
approach for calculating the requirements for maximizing the benefits of financial
institutions.Chapter 5 concludes and underlines the necessity of establishing Basel IV taking
into account the fact that new risks are liable to occur.
Postgraduate Studies Programme
Οικονομική και Επιχειρησιακή ΣτρατηγικήDepartment
Σχολή Οικονομικών, Επιχειρηματικών και Διεθνών Σπουδών. Τμήμα Οικονομικής ΕπιστήμηςNumber of pages
153Language
GreekCollections
Except where otherwise noted, this item's license is described as
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές