Management and Measurement Approaches to Operational Risk in Banks
|Author:||Mgr. Marián Rábota|
|Year:||2006 - summer|
|Leaders:|| PhDr. Michal Hlaváček Ph.D.
|Work type:|| Finance, Financial Markets and Banking
|Awards and prizes:||Mgr. Michal Němec served as leading external consultant.|
|Abstract:||This thesis describes management and measurement approaches to operational risk in banks. These methods are divided into those that are used for calculation of capital requirements for operational risk and those that aim at operational risk management. Afterwards, operational risk management and measurement programs development and operational risk profile of banks are described.|