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Operational Risk: Supporting Document to the New Basel Capital Accord

The abolition of the Clearing and Settlement System had a social impact as well, leaving a number of people unemployed. Most of them were highly specialized personnel, well-experienced in domestic payment operations but at the same time relatively inflexible to systemic changes that were to come. This created an additional pressure on the government to find a solution that would make the transfer to the new payment system less distressing. The obvious solution was to sell or rent government-owned Clearing and Settlement Bureau premises to the existing banks under the condition that these workers remain employed. This created additional income to the budget and partly resolved the. | Superseded document Basel Committee on Banking Supervision Consultative Document Operational Risk Supporting Document to the New Basel Capital Accord Issued for comment by 31 May2001 January 2001 BANK FOR INTERNATIONAL SETTLEMENTS Superseded document Table of Contents SECTION A INTRODUCTION.1 I. BACKGROUND AND OVERVIEW.1 CAPITAL Framework Overview.1 II. DEFINITION OF OPERATIONAL RISK.2 Direct vs. Indirect Losses.2 expected vs. Unexpected Losses EL UL .3 III. GENERAL CONSIDERATIONS.4 Interaction with Pillars 2 and 3.4 T HE continuum concept.4 Ongoing industry liaison.5 SECTION B APPROACHES.5 IV. BASIC INDICATOR APPROACH.6 V. STANDARDISED APPROACH.6 Description of approach.6 VI. INTERNAL MEASUREMENT APPROACH.8 methodology.8 Structure of Internal Measurement Approach.8 Business lines and loss types.9 Parameters.9 Risk weight and gamma scaling factor .10 Correlations.10 Further evolution.10 Key issues.10 Loss Distribution approach LDA .11 VII. QUALIFYING CRITERIA.11 Basic indicator approach.12 T HE Standardised approach.12 Effective risk management and control.12 Measurement and validation.12 INTERNAL Measurement approach.13 Effective risk management and control.13 Measurement and validation.13 SECTION C REVIEW OF OTHER ISSUES.14 VIII. THE FLOOR CONCEPT.14 IX. OUTSOURCING. 15 X. RISK TRANSFER AND MITIGATION.15 insurance.15 Superseded document XI. OPERATIONAL RISK MANAGEMENT STANDARDS.16 ANNEX 1 RECENT INDUSTRY DEVELOPMENTS .18 ANNEX 2 EXAMPLE MAPPING OF BUSINESS LINES.19 ANNEX 3 STANDARDISED APPROACH.20 ANNEX 4 BUSINESS LINES LOSS TYPES AND SUGGESTED EXPOSURE INDICATORS.23 ANNEX 5 RISK PROFILE INDEX.24 ANNEX 6 LOSS DISTRIBUTION .